-94.4%
HTZ vs INVH
-14.0%
-80.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -3.1% |
| 7D | -8.5% | -0.9% | -7.6% | -8.0% |
| 30D | -18.9% | +1.2% | -20.1% | -19.5% |
| 3M | -36.0% | -10.4% | -25.6% | -31.0% |
| 6M | -74.6% | -3.6% | -71.0% | -74.7% |
| YTD | -70.8% | -0.1% | -70.7% | -71.7% |
| 1Y | -75.3% | -0.7% | -74.6% | -75.9% |
| 3Y | -81.6% | -4.6% | -77.0% | -81.6% |
| 5Y | -94.4% | -21.7% | -72.8% | -93.4% |
| All | -94.4% | -14.0% | -80.4% | -93.5% |
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