+30.0%
IGV vs HTZ
-92.6%
+122.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.7% |
| 7D | -0.4% | -16.4% | +16.0% | +0.7% |
| 30D | -9.9% | -15.1% | +5.2% | -9.1% |
| 3M | -1.2% | -28.2% | +27.0% | +0.3% |
| 6M | +11.3% | -73.1% | +84.4% | +20.2% |
| YTD | -4.0% | -68.3% | +64.3% | +1.2% |
| 1Y | -7.3% | -75.2% | +67.9% | -0.3% |
| 3Y | +42.8% | -81.1% | +123.9% | +49.1% |
| 5Y | +13.7% | -95.0% | +108.7% | +38.9% |
| All | +30.0% | -92.6% | +122.6% | +57.3% |
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 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