-3.7%
IBKR vs HTZ
-75.0%
+71.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.7% | -0.9% |
| 7D | +11.8% | -14.0% | +25.8% | +13.0% |
| 30D | -7.0% | -19.8% | +12.8% | -5.5% |
| 3M | -11.2% | -45.0% | +33.8% | -8.5% |
| 6M | -3.7% | -73.2% | +69.5% | +4.3% |
| All | -3.7% | -75.0% | +71.4% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling