-91.5%
HTZ vs IT
-23.3%
-68.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +2.3% |
| 7D | +7.5% | -6.0% | +13.5% | +8.7% |
| 30D | +47.4% | 0.0% | +47.4% | +46.5% |
| 3M | -54.9% | +13.1% | -68.0% | -57.0% |
| 6M | -47.0% | +11.7% | -58.7% | -49.9% |
| YTD | -55.3% | -26.1% | -29.1% | -51.4% |
| 1Y | -57.6% | -21.3% | -36.4% | -55.9% |
| 3Y | -86.6% | -46.7% | -39.9% | -83.6% |
| 5Y | -86.1% | -40.5% | -45.6% | -84.4% |
| All | -91.5% | -23.3% | -68.2% | -90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling