-91.6%
HTZ vs IBB
+36.9%
-128.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.6% | +6.8% |
| 7D | +18.9% | +2.2% | +16.7% | +16.7% |
| 30D | +26.3% | +6.3% | +19.9% | +18.9% |
| 3M | +49.7% | +16.3% | +33.4% | +29.5% |
| 6M | -61.1% | +30.0% | -91.1% | -70.3% |
| YTD | -56.0% | +31.1% | -87.2% | -66.5% |
| 1Y | -66.4% | +42.0% | -108.4% | -76.3% |
| 3Y | -75.8% | +85.9% | -161.7% | -86.6% |
| 5Y | -93.1% | +38.4% | -131.4% | -95.9% |
| All | -91.6% | +36.9% | -128.5% | -95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling