-93.1%
HTZ vs IT
-36.7%
-56.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.7% | +8.9% |
| 7D | +18.9% | -5.5% | +24.4% | +19.7% |
| 30D | +26.3% | +10.3% | +15.9% | +22.8% |
| 3M | +49.7% | +11.5% | +38.2% | +44.0% |
| 6M | -61.1% | +40.3% | -101.4% | -65.9% |
| YTD | -56.0% | -17.9% | -38.2% | -53.4% |
| 1Y | -66.4% | -8.8% | -57.6% | -66.0% |
| 3Y | -75.8% | -46.4% | -29.4% | -69.0% |
| 5Y | -93.1% | -37.3% | -55.7% | -92.2% |
| All | -93.1% | -36.7% | -56.3% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling