-61.1%
HTZ vs ITOT
+6.7%
-67.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.5% | +7.6% | +6.8% |
| 7D | +18.9% | -0.7% | +19.6% | +20.0% |
| 30D | +26.3% | -1.1% | +27.3% | +28.2% |
| 3M | +49.7% | -0.8% | +50.5% | +51.4% |
| 6M | -61.1% | +7.0% | -68.1% | -69.3% |
| All | -61.1% | +6.7% | -67.8% | -69.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling