-91.5%
HTZ vs IRM
+234.1%
-325.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.4% |
| 7D | +7.5% | -0.5% | +7.9% | +7.6% |
| 30D | +47.4% | -8.1% | +55.5% | +52.8% |
| 3M | -54.9% | -9.7% | -45.2% | -52.4% |
| 6M | -47.0% | +10.0% | -57.0% | -49.9% |
| YTD | -55.3% | +43.0% | -98.3% | -64.3% |
| 1Y | -57.6% | +32.7% | -90.3% | -65.1% |
| 3Y | -86.6% | +102.7% | -189.3% | -92.0% |
| 5Y | -86.1% | +187.6% | -273.7% | -93.4% |
| All | -91.5% | +234.1% | -325.6% | -96.8% |
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