-93.4%
HTZ vs IBN
+98.3%
-191.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +4.1% | -24.9% | -23.1% |
| 7D | -7.7% | +11.7% | -19.4% | -14.0% |
| 30D | -13.1% | +16.1% | -29.2% | -21.0% |
| 3M | +14.7% | +7.0% | +7.7% | +9.8% |
| 6M | -70.6% | +26.1% | -96.7% | -74.8% |
| YTD | -65.2% | +10.1% | -75.3% | -67.6% |
| 1Y | -73.2% | +8.0% | -81.2% | -74.8% |
| 3Y | -80.8% | +46.0% | -126.8% | -85.4% |
| 5Y | -94.8% | +63.9% | -158.7% | -96.4% |
| All | -93.4% | +98.3% | -191.6% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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