+73.9%
IBM vs HTZ
-86.4%
+160.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | -0.3% | +7.5% | -7.8% | -0.5% |
| 30D | +0.3% | +47.4% | -47.2% | -1.3% |
| 3M | -21.6% | -54.9% | +33.3% | -19.6% |
| 6M | -4.7% | -47.0% | +42.3% | -3.2% |
| YTD | -19.1% | -55.3% | +36.2% | -17.3% |
| 1Y | -2.5% | -57.6% | +55.1% | -0.6% |
| All | +73.9% | -86.4% | +160.4% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling