-91.5%
HTZ vs IVZ
+52.6%
-144.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.6% |
| 7D | +7.5% | +0.6% | +6.8% | +6.9% |
| 30D | +47.4% | +4.0% | +43.4% | +42.5% |
| 3M | -54.9% | +18.2% | -73.1% | -59.5% |
| 6M | -47.0% | +32.8% | -79.8% | -56.1% |
| YTD | -55.3% | +28.7% | -84.0% | -62.3% |
| 1Y | -57.6% | +55.4% | -113.0% | -68.7% |
| 3Y | -86.6% | +135.2% | -221.8% | -92.8% |
| 5Y | -86.1% | +64.2% | -150.3% | -90.9% |
| All | -91.5% | +52.6% | -144.1% | -93.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling