+113.8%
IBM vs HTZ
-92.5%
+206.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.5% | -0.5% |
| 7D | -5.0% | -14.6% | +9.6% | -4.4% |
| 30D | +11.1% | -20.8% | +31.9% | +12.0% |
| 3M | +5.7% | -18.8% | +24.5% | +6.1% |
| 6M | +10.1% | -74.7% | +84.8% | +15.8% |
| YTD | -15.6% | -68.1% | +52.5% | -12.6% |
| 1Y | -19.5% | -73.5% | +53.9% | -16.1% |
| 3Y | +80.4% | -81.8% | +162.2% | +85.0% |
| 5Y | +140.0% | -95.2% | +235.2% | +158.2% |
| All | +113.8% | -92.5% | +206.3% | +130.4% |
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 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