-55.0%
HTZ vs IRE
-84.4%
+29.4%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +14.0% | -12.7% | +0.4% |
| 7D | +7.5% | +54.8% | -47.3% | +4.4% |
| 30D | +47.4% | +18.4% | +29.0% | +44.9% |
| 3M | -54.9% | -66.7% | +11.8% | -53.3% |
| 6M | -47.0% | -52.3% | +5.3% | -46.9% |
| YTD | -55.3% | -52.3% | -2.9% | -56.1% |
| All | -55.0% | -84.4% | +29.4% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling