-93.4%
HTZ vs IVZ
+25.0%
-118.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -8.0% | -12.8% | -15.4% |
| 7D | -7.7% | -6.7% | -1.0% | -2.3% |
| 30D | -13.1% | -10.9% | -2.2% | -5.2% |
| 3M | +14.7% | -14.8% | +29.6% | +28.0% |
| 6M | -70.6% | +2.4% | -73.0% | -70.7% |
| YTD | -65.2% | +5.4% | -70.6% | -66.1% |
| 1Y | -73.2% | +19.6% | -92.7% | -76.0% |
| 3Y | -80.8% | +122.4% | -203.3% | -89.2% |
| 5Y | -94.8% | +28.8% | -123.6% | -95.9% |
| All | -93.4% | +25.0% | -118.4% | -94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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