-94.4%
HTZ vs IFF
-36.2%
-58.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.5% | -6.5% | -7.4% |
| 7D | -27.5% | -9.8% | -17.8% | -24.4% |
| 30D | -21.9% | -1.6% | -20.2% | -21.4% |
| 3M | -29.2% | -1.8% | -27.5% | -28.8% |
| 6M | -75.2% | +3.6% | -78.9% | -75.9% |
| YTD | -70.8% | +25.4% | -96.2% | -74.2% |
| 1Y | -76.1% | +35.4% | -111.5% | -79.6% |
| 3Y | -82.5% | +23.9% | -106.4% | -84.9% |
| 5Y | -94.1% | -37.1% | -57.0% | -93.2% |
| All | -94.4% | -36.2% | -58.2% | -93.4% |
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