+47.7%
IJH vs HTZ
-90.6%
+138.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | -0.6% |
| 7D | -0.7% | -10.4% | +9.7% | +0.2% |
| 30D | -3.8% | -2.4% | -1.5% | -4.1% |
| 3M | 0.0% | -60.9% | +60.9% | +6.4% |
| 6M | +8.8% | -50.2% | +59.0% | +12.1% |
| YTD | +13.5% | -59.7% | +73.2% | +19.2% |
| 1Y | +15.4% | -66.0% | +81.4% | +21.9% |
| 3Y | +50.9% | -87.1% | +138.0% | +73.3% |
| 5Y | +47.8% | -86.9% | +134.7% | +67.1% |
| All | +47.7% | -90.6% | +138.3% | +75.6% |
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