+18.3%
ICE vs HTZ
-75.3%
+93.6%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.4% | +7.4% | -0.9% |
| 7D | +2.0% | -14.6% | +16.6% | +2.2% |
| 30D | +12.9% | -20.8% | +33.7% | +13.3% |
| 3M | +15.4% | -18.8% | +34.2% | +15.4% |
| 6M | +13.1% | -74.7% | +87.8% | +16.0% |
| YTD | +7.5% | -68.1% | +75.6% | +10.0% |
| 1Y | +18.3% | -73.5% | +91.8% | +24.3% |
| All | +18.3% | -75.3% | +93.6% | +24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling