-74.0%
HTZ vs IFF
+38.8%
-112.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.4% |
| 7D | -16.4% | -10.8% | -5.6% | -13.4% |
| 30D | -15.1% | -0.1% | -15.0% | -15.4% |
| 3M | -28.2% | -1.2% | -27.0% | -28.2% |
| 6M | -73.1% | +5.2% | -78.3% | -74.1% |
| YTD | -68.3% | +27.3% | -95.6% | -73.4% |
| All | -74.0% | +38.8% | -112.9% | -79.2% |
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