+35.5%
ICE vs HTZ
-95.4%
+130.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.4% | +7.4% | -0.6% |
| 7D | +2.0% | -14.6% | +16.6% | +2.6% |
| 30D | +12.9% | -20.8% | +33.7% | +13.8% |
| 3M | +15.4% | -18.8% | +34.2% | +15.7% |
| 6M | +13.1% | -74.7% | +87.8% | +19.1% |
| YTD | +7.5% | -68.1% | +75.6% | +11.2% |
| 1Y | +18.3% | -73.5% | +91.8% | +23.5% |
| 3Y | +65.9% | -81.8% | +147.7% | +73.3% |
| All | +35.5% | -95.4% | +130.9% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling