-91.6%
HTZ vs ROIV
+286.2%
-377.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.1% | +3.1% | +8.3% |
| 7D | +18.9% | +3.0% | +15.9% | +18.5% |
| 30D | +26.3% | +6.8% | +19.4% | +25.2% |
| 3M | +49.7% | +10.5% | +39.1% | +47.0% |
| 6M | -61.1% | +34.8% | -95.9% | -63.1% |
| YTD | -56.0% | +76.2% | -132.2% | -59.9% |
| 1Y | -66.4% | +92.4% | -158.8% | -69.8% |
| 3Y | -75.8% | +312.0% | -387.7% | -80.3% |
| 5Y | -93.1% | +388.3% | -481.3% | -95.0% |
| All | -91.6% | +286.2% | -377.8% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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