-65.0%
HTZ vs IRE
-98.0%
+33.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -33.9% | +13.1% | -18.3% |
| 7D | -7.7% | -57.1% | +49.4% | -2.8% |
| 30D | -13.1% | -84.4% | +71.3% | -3.0% |
| 3M | +14.7% | -85.0% | +99.7% | +27.3% |
| 6M | -70.6% | -95.2% | +24.6% | -66.0% |
| YTD | -65.2% | -93.9% | +28.8% | -61.4% |
| 1Y | -73.2% | -98.8% | +25.6% | -68.4% |
| All | -65.0% | -98.0% | +33.1% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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