-95.0%
HTZ vs INVH
-20.5%
-74.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -16.4% | +1.3% | -17.7% | -17.0% |
| 30D | -15.1% | +1.5% | -16.6% | -15.9% |
| 3M | -28.2% | -9.4% | -18.8% | -23.1% |
| 6M | -73.1% | -3.3% | -69.8% | -73.2% |
| YTD | -68.3% | +1.2% | -69.5% | -69.5% |
| 1Y | -75.2% | +1.5% | -76.8% | -76.3% |
| 3Y | -81.1% | -2.4% | -78.7% | -81.6% |
| 5Y | -95.0% | -20.6% | -74.4% | -94.3% |
| All | -95.0% | -20.5% | -74.5% | -94.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling