-93.4%
HTZ vs IRM
+204.0%
-297.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -11.1% | -9.7% | -13.8% |
| 7D | -7.7% | -10.9% | +3.1% | +0.3% |
| 30D | -13.1% | -9.4% | -3.7% | -6.6% |
| 3M | +14.7% | -16.4% | +31.1% | +27.7% |
| 6M | -70.6% | -18.7% | -51.9% | -66.4% |
| YTD | -65.2% | +30.1% | -95.3% | -70.2% |
| 1Y | -73.2% | +8.5% | -81.7% | -74.4% |
| 3Y | -80.8% | +88.0% | -168.8% | -87.9% |
| 5Y | -94.8% | +167.6% | -262.4% | -97.5% |
| All | -93.4% | +204.0% | -297.4% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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