-94.4%
HTZ vs ITOT
+77.6%
-172.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.4% | -7.6% | -7.4% |
| 7D | -27.5% | -0.5% | -27.0% | -26.0% |
| 30D | -21.9% | -3.4% | -18.4% | -16.7% |
| 3M | -29.2% | -3.1% | -26.2% | -24.9% |
| 6M | -75.2% | +2.2% | -77.4% | -75.6% |
| YTD | -70.8% | +11.0% | -81.8% | -74.3% |
| 1Y | -76.1% | +11.4% | -87.5% | -79.0% |
| 3Y | -82.5% | +76.4% | -158.9% | -92.2% |
| 5Y | -94.1% | +65.1% | -159.2% | -96.9% |
| All | -94.4% | +77.6% | -172.1% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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