-93.4%
HTZ vs IBB
+30.0%
-123.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.0% | -15.8% | -16.0% |
| 7D | -7.7% | -3.6% | -4.1% | -3.4% |
| 30D | -13.1% | +3.4% | -16.5% | -14.8% |
| 3M | +14.7% | +9.5% | +5.3% | +6.1% |
| 6M | -70.6% | +23.3% | -93.9% | -76.1% |
| YTD | -65.2% | +24.5% | -89.7% | -71.9% |
| 1Y | -73.2% | +32.9% | -106.1% | -79.7% |
| 3Y | -80.8% | +76.6% | -157.4% | -88.7% |
| 5Y | -94.8% | +35.5% | -130.3% | -96.7% |
| All | -93.4% | +30.0% | -123.4% | -96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling