+58.9%
ICE vs HTZ
-93.2%
+152.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.0% | +9.3% | +1.7% |
| 7D | +3.2% | -27.5% | +30.7% | +4.5% |
| 30D | +12.9% | -21.9% | +34.8% | +13.9% |
| 3M | +17.5% | -29.2% | +46.8% | +18.7% |
| 6M | +14.0% | -75.2% | +89.2% | +20.1% |
| YTD | +10.0% | -70.8% | +80.8% | +14.3% |
| 1Y | +19.5% | -76.1% | +95.7% | +25.4% |
| 3Y | +66.8% | -82.5% | +149.3% | +72.5% |
| 5Y | +40.3% | -94.1% | +134.4% | +59.2% |
| All | +58.9% | -93.2% | +152.1% | +78.1% |
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