-61.1%
HTZ vs IT
+42.2%
-103.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.7% | +9.5% |
| 7D | +18.9% | -5.5% | +24.4% | +17.6% |
| 30D | +26.3% | +10.3% | +15.9% | +30.0% |
| 3M | +49.7% | +11.5% | +38.2% | +55.5% |
| 6M | -61.1% | +40.3% | -101.4% | -56.1% |
| All | -61.1% | +42.2% | -103.3% | -56.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling