+46.6%
IJH vs HTZ
-93.2%
+139.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.1% |
| 7D | +2.3% | -8.5% | +10.8% | +3.0% |
| 30D | +2.1% | -18.9% | +21.0% | +3.5% |
| 3M | -5.7% | -36.0% | +30.4% | -2.6% |
| 6M | +1.4% | -74.6% | +76.0% | +11.4% |
| YTD | +12.6% | -70.8% | +83.5% | +20.9% |
| 1Y | +16.1% | -75.3% | +91.4% | +26.4% |
| 3Y | +57.8% | -81.6% | +139.4% | +65.7% |
| 5Y | +36.8% | -94.4% | +131.2% | +65.4% |
| All | +46.6% | -93.2% | +139.8% | +78.1% |
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