+29.7%
IGV vs HTZ
-93.2%
+122.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | +2.3% | -8.5% | +10.9% | +2.9% |
| 30D | -6.0% | -18.9% | +12.9% | -4.9% |
| 3M | -4.8% | -36.0% | +31.2% | -2.2% |
| 6M | +14.2% | -74.6% | +88.8% | +23.8% |
| YTD | -4.2% | -70.8% | +66.6% | +1.5% |
| 1Y | -5.3% | -75.3% | +70.0% | +1.8% |
| 3Y | +38.8% | -81.6% | +120.4% | +44.1% |
| 5Y | +14.2% | -94.4% | +108.6% | +39.8% |
| All | +29.7% | -93.2% | +122.9% | +57.7% |
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