-91.6%
HTZ vs IOVA
-66.4%
-25.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.5% | +10.7% | +9.4% |
| 7D | +18.9% | -41.3% | +60.2% | +26.0% |
| 30D | +26.3% | -38.5% | +64.8% | +32.4% |
| 3M | +49.7% | +99.5% | -49.9% | +30.4% |
| 6M | -61.1% | +126.0% | -187.1% | -66.7% |
| YTD | -56.0% | +218.7% | -274.7% | -64.5% |
| 1Y | -66.4% | +378.0% | -444.4% | -74.3% |
| 3Y | -75.8% | +106.7% | -182.4% | -81.3% |
| 5Y | -93.1% | -64.5% | -28.6% | -93.6% |
| All | -91.6% | -66.4% | -25.2% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 all: compounded portfolio wealth divided by compounded IOVA 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…
all analysis · Full analysis span regression · 6 months rolling