+26.7%
IGV vs HTZ
-92.5%
+119.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.2% | +0.5% |
| 7D | -5.2% | -14.6% | +9.4% | -4.3% |
| 30D | -10.0% | -20.8% | +10.8% | -8.7% |
| 3M | -0.5% | -18.8% | +18.3% | 0.0% |
| 6M | +12.6% | -74.7% | +87.3% | +22.2% |
| YTD | -6.4% | -68.1% | +61.7% | -1.4% |
| 1Y | -9.5% | -73.5% | +64.0% | -3.3% |
| 3Y | +41.7% | -81.8% | +123.5% | +49.2% |
| 5Y | +12.7% | -95.2% | +107.9% | +37.7% |
| All | +26.7% | -92.5% | +119.3% | +53.2% |
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