+468.0%
IBKR vs HTZ
-90.7%
+558.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | -1.3% | -11.3% | +10.0% | -0.4% |
| 30D | -0.2% | -27.1% | +26.9% | +2.0% |
| 3M | +3.0% | -59.5% | +62.5% | +8.5% |
| 6M | +33.9% | -50.5% | +84.3% | +38.3% |
| YTD | +42.5% | -60.3% | +102.8% | +49.6% |
| 1Y | +44.9% | -67.1% | +112.0% | +53.3% |
| 3Y | +293.0% | -87.4% | +380.5% | +360.3% |
| 5Y | +497.7% | -87.2% | +584.8% | +563.7% |
| All | +468.0% | -90.7% | +558.7% | +572.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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