-93.1%
HTZ vs IWD
+74.7%
-167.8%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.6% | +4.3% |
| 7D | +18.9% | +2.5% | +16.4% | +13.8% |
| 30D | +26.3% | +6.0% | +20.3% | +13.8% |
| 3M | +49.7% | +3.8% | +45.9% | +40.4% |
| 6M | -61.1% | +16.3% | -77.4% | -70.7% |
| YTD | -56.0% | +27.5% | -83.5% | -71.6% |
| 1Y | -66.4% | +32.8% | -99.2% | -79.7% |
| 3Y | -75.8% | +84.3% | -160.1% | -91.6% |
| 5Y | -93.1% | +75.7% | -168.8% | -97.3% |
| All | -93.1% | +74.7% | -167.8% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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