+28.6%
IGV vs HTZ
-93.2%
+121.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.0% | +6.9% | -0.5% |
| 7D | -2.3% | -27.5% | +25.3% | -0.1% |
| 30D | -11.0% | -21.9% | +10.9% | -9.6% |
| 3M | -4.5% | -29.2% | +24.8% | -2.9% |
| 6M | +10.1% | -75.2% | +85.3% | +19.6% |
| YTD | -5.1% | -70.8% | +65.8% | +0.7% |
| 1Y | -10.2% | -76.1% | +65.9% | -3.3% |
| 3Y | +37.7% | -82.5% | +120.3% | +44.5% |
| 5Y | +15.7% | -94.1% | +109.8% | +41.4% |
| All | +28.6% | -93.2% | +121.8% | +56.4% |
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