-91.6%
HTZ vs IRM
+241.9%
-333.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.7% | +7.5% | +8.2% |
| 7D | +18.9% | +2.6% | +16.4% | +17.3% |
| 30D | +26.3% | +5.6% | +20.6% | +22.4% |
| 3M | +49.7% | -4.7% | +54.4% | +52.0% |
| 6M | -61.1% | -6.1% | -55.0% | -59.8% |
| YTD | -56.0% | +46.3% | -102.4% | -65.4% |
| 1Y | -66.4% | +18.7% | -85.1% | -70.0% |
| 3Y | -75.8% | +111.5% | -187.3% | -86.0% |
| 5Y | -93.1% | +210.3% | -303.3% | -96.9% |
| All | -91.6% | +241.9% | -333.5% | -96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling