-91.5%
HTZ vs ITOT
+82.3%
-173.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.8% |
| 7D | +7.5% | +0.1% | +7.4% | +7.3% |
| 30D | +47.4% | 0.0% | +47.4% | +47.3% |
| 3M | -54.9% | +2.0% | -56.9% | -56.3% |
| 6M | -47.0% | +13.0% | -60.0% | -55.4% |
| YTD | -55.3% | +14.0% | -69.2% | -62.6% |
| 1Y | -57.6% | +19.9% | -77.6% | -67.3% |
| 3Y | -86.6% | +75.8% | -162.4% | -94.1% |
| 5Y | -86.1% | +73.8% | -160.0% | -93.1% |
| All | -91.5% | +82.3% | -173.8% | -96.2% |
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