-94.0%
HTZ vs IFF
-35.3%
-58.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.5% |
| 7D | -16.4% | -10.8% | -5.6% | -12.5% |
| 30D | -15.1% | -0.1% | -15.0% | -15.2% |
| 3M | -28.2% | -1.2% | -27.0% | -27.9% |
| 6M | -73.1% | +5.2% | -78.3% | -74.0% |
| YTD | -68.3% | +27.3% | -95.6% | -72.2% |
| 1Y | -75.2% | +39.2% | -114.4% | -79.1% |
| 3Y | -81.1% | +26.1% | -107.3% | -83.9% |
| 5Y | -95.0% | -37.0% | -58.0% | -94.3% |
| All | -94.0% | -35.3% | -58.7% | -92.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling