-13.3%
IBM vs HTZ
-60.6%
+47.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.2% | -7.5% | +1.4% |
| 7D | +0.4% | +18.9% | -18.5% | -0.1% |
| 30D | +14.8% | +26.3% | -11.5% | +13.8% |
| 3M | +8.9% | +49.7% | -40.7% | +7.1% |
| 6M | +12.4% | -61.1% | +73.5% | +19.7% |
| YTD | -12.4% | -56.0% | +43.6% | -8.9% |
| 1Y | -13.3% | -66.4% | +53.2% | -8.5% |
| All | -13.3% | -60.6% | +47.4% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling