-93.4%
HTZ vs IT
-18.5%
-74.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.4% | -16.4% | -19.9% |
| 7D | -7.7% | -12.0% | +4.3% | -5.7% |
| 30D | -13.1% | +7.1% | -20.2% | -14.6% |
| 3M | +14.7% | +6.3% | +8.5% | +12.0% |
| 6M | -70.6% | +32.5% | -103.1% | -73.6% |
| YTD | -65.2% | -21.5% | -43.7% | -62.9% |
| 1Y | -73.2% | -16.5% | -56.7% | -72.1% |
| 3Y | -80.8% | -48.8% | -32.0% | -75.6% |
| 5Y | -94.8% | -40.2% | -54.6% | -94.4% |
| All | -93.4% | -18.5% | -74.9% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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