-93.9%
HTZ vs INVH
-13.2%
-80.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.7% | -6.7% | -7.2% |
| 7D | -14.6% | +2.0% | -16.6% | -15.6% |
| 30D | -20.8% | +4.8% | -25.6% | -23.3% |
| 3M | -18.8% | -9.8% | -9.0% | -13.0% |
| 6M | -74.7% | -3.7% | -71.0% | -74.7% |
| YTD | -68.1% | +0.8% | -68.9% | -69.2% |
| 1Y | -73.5% | +1.9% | -75.4% | -74.6% |
| 3Y | -81.8% | -4.3% | -77.5% | -81.9% |
| 5Y | -95.2% | -21.1% | -74.1% | -94.4% |
| All | -93.9% | -13.2% | -80.7% | -93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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