+408.5%
IBKR vs HTZ
-93.2%
+501.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.8% |
| 7D | +7.9% | -8.5% | +16.4% | +8.6% |
| 30D | -2.8% | -18.9% | +16.1% | -1.4% |
| 3M | -10.5% | -36.0% | +25.6% | -7.7% |
| 6M | -3.7% | -74.6% | +70.8% | +4.9% |
| YTD | +27.6% | -70.8% | +98.4% | +36.8% |
| 1Y | +22.5% | -75.3% | +97.8% | +32.7% |
| 3Y | +307.2% | -81.6% | +388.8% | +331.4% |
| 5Y | +357.7% | -94.4% | +452.1% | +465.7% |
| All | +408.5% | -93.2% | +501.6% | +514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling