+115.6%
IBM vs HTZ
-91.9%
+207.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -20.8% | +18.0% | -2.0% |
| 7D | -4.3% | -7.7% | +3.4% | -4.1% |
| 30D | +11.7% | -13.1% | +24.8% | +12.1% |
| 3M | +5.5% | +14.7% | -9.2% | +4.2% |
| 6M | +9.5% | -70.6% | +80.1% | +14.3% |
| YTD | -14.9% | -65.2% | +50.3% | -12.2% |
| 1Y | -17.4% | -73.2% | +55.8% | -13.9% |
| 3Y | +83.3% | -80.8% | +164.1% | +87.6% |
| 5Y | +142.1% | -94.8% | +236.9% | +159.5% |
| All | +115.6% | -91.9% | +207.5% | +131.6% |
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 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