-93.4%
HTZ vs IFF
-33.8%
-59.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.5% | -19.3% | -20.2% |
| 7D | -7.7% | -4.9% | -2.8% | -6.0% |
| 30D | -13.1% | +2.9% | -16.0% | -14.4% |
| 3M | +14.7% | -1.5% | +16.2% | +14.7% |
| 6M | -70.6% | +23.3% | -93.9% | -73.8% |
| YTD | -65.2% | +30.2% | -95.4% | -69.7% |
| 1Y | -73.2% | +37.9% | -111.1% | -77.3% |
| 3Y | -80.8% | +26.9% | -107.7% | -83.6% |
| 5Y | -94.8% | -31.3% | -63.5% | -94.1% |
| All | -93.4% | -33.8% | -59.6% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling