-94.8%
HTZ vs ITOT
+59.2%
-154.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.4% | -16.4% | -14.3% |
| 7D | -7.7% | -4.8% | -3.0% | +0.5% |
| 30D | -13.1% | -5.9% | -7.2% | -3.7% |
| 3M | +14.7% | -4.9% | +19.6% | +25.5% |
| 6M | -70.6% | +1.4% | -72.0% | -70.7% |
| YTD | -65.2% | +8.4% | -73.5% | -68.2% |
| 1Y | -73.2% | +9.3% | -82.5% | -75.7% |
| 3Y | -80.8% | +73.8% | -154.6% | -91.3% |
| 5Y | -94.8% | +59.4% | -154.2% | -97.0% |
| All | -94.8% | +59.2% | -154.0% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling