+17.3%
IGV vs HTZ
-93.6%
+111.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.3% | -7.4% | +1.2% |
| 7D | -1.3% | -27.4% | +26.1% | +1.0% |
| 30D | -8.1% | -11.4% | +3.2% | -7.6% |
| 3M | -1.6% | -33.1% | +31.4% | +0.5% |
| 6M | +12.7% | -73.5% | +86.3% | +22.5% |
| YTD | -3.3% | -68.1% | +64.8% | +2.3% |
| 1Y | -7.9% | -74.3% | +66.4% | -0.8% |
| 3Y | +40.3% | -80.9% | +121.2% | +49.0% |
| 5Y | +17.3% | -93.8% | +111.1% | +56.5% |
| All | +17.3% | -93.6% | +111.0% | +56.5% |
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