-57.6%
HTZ vs IFF
+34.4%
-92.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +7.5% | -1.8% | +9.3% | +8.0% |
| 30D | +47.4% | -2.0% | +49.4% | +47.7% |
| 3M | -54.9% | +18.5% | -73.4% | -58.3% |
| 6M | -47.0% | +11.7% | -58.7% | -50.3% |
| YTD | -55.3% | +29.6% | -84.8% | -60.1% |
| 1Y | -57.6% | +35.0% | -92.6% | -60.9% |
| All | -57.6% | +34.4% | -92.1% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 1y: compounded portfolio wealth divided by compounded IFF 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…
1y analysis · Full analysis span regression · 6 months rolling