-94.3%
HTZ vs INVH
-14.6%
-79.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.9% | -5.2% | -5.5% |
| 7D | -14.0% | -3.3% | -10.7% | -11.9% |
| 30D | -19.8% | +0.2% | -20.0% | -19.8% |
| 3M | -45.0% | -9.5% | -35.5% | -41.2% |
| 6M | -73.2% | -4.3% | -68.9% | -73.2% |
| YTD | -70.0% | -0.8% | -69.2% | -70.7% |
| 1Y | -75.7% | -3.6% | -72.1% | -75.8% |
| 3Y | -82.1% | -5.8% | -76.2% | -82.0% |
| 5Y | -94.3% | -22.3% | -72.0% | -93.2% |
| All | -94.3% | -14.6% | -79.6% | -93.3% |
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