-93.9%
HTZ vs INDA
+23.7%
-117.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.7% | -10.1% | -10.3% |
| 7D | -14.6% | +6.6% | -21.2% | -20.4% |
| 30D | -20.8% | +10.4% | -31.1% | -28.9% |
| 3M | -18.8% | +1.5% | -20.3% | -19.9% |
| 6M | -74.7% | +1.7% | -76.4% | -75.3% |
| YTD | -68.1% | -5.8% | -62.2% | -65.9% |
| 1Y | -73.5% | -5.1% | -68.4% | -72.0% |
| 3Y | -81.8% | +16.0% | -97.8% | -84.8% |
| 5Y | -95.2% | +9.3% | -104.5% | -96.0% |
| All | -93.9% | +23.7% | -117.6% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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