+60.9%
ICE vs HTZ
-93.2%
+154.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.5% |
| 7D | +3.6% | -8.5% | +12.2% | +4.0% |
| 30D | +15.1% | -18.9% | +34.0% | +15.9% |
| 3M | +15.4% | -36.0% | +51.4% | +17.3% |
| 6M | +16.1% | -74.6% | +90.7% | +22.3% |
| YTD | +11.4% | -70.8% | +82.2% | +15.7% |
| 1Y | +18.5% | -75.3% | +93.7% | +24.0% |
| 3Y | +70.5% | -81.6% | +152.1% | +75.3% |
| 5Y | +40.9% | -94.4% | +135.4% | +60.4% |
| All | +60.9% | -93.2% | +154.1% | +80.2% |
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