-91.5%
HTZ vs IWD
+78.2%
-169.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +2.6% |
| 7D | +7.5% | -0.3% | +7.7% | +7.9% |
| 30D | +47.4% | +0.6% | +46.9% | +45.8% |
| 3M | -54.9% | +7.2% | -62.1% | -60.7% |
| 6M | -47.0% | +16.2% | -63.2% | -59.7% |
| YTD | -55.3% | +23.3% | -78.6% | -69.3% |
| 1Y | -57.6% | +29.6% | -87.2% | -73.5% |
| 3Y | -86.6% | +70.5% | -157.1% | -94.6% |
| 5Y | -86.1% | +73.5% | -159.6% | -94.3% |
| All | -91.5% | +78.2% | -169.7% | -96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling