-93.9%
HTZ vs IFF
-36.7%
-57.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.3% | -4.0% | -6.6% |
| 7D | -14.6% | -11.2% | -3.4% | -10.4% |
| 30D | -20.8% | -1.8% | -19.0% | -20.3% |
| 3M | -18.8% | -1.8% | -17.0% | -18.3% |
| 6M | -74.7% | +0.6% | -75.3% | -75.1% |
| YTD | -68.1% | +24.6% | -92.7% | -71.7% |
| 1Y | -73.5% | +34.4% | -107.9% | -77.3% |
| 3Y | -81.8% | +22.1% | -103.9% | -84.2% |
| 5Y | -95.2% | -34.3% | -60.9% | -94.5% |
| All | -93.9% | -36.7% | -57.3% | -92.8% |
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