+37.9%
IJH vs HTZ
-95.0%
+132.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.2% |
| 7D | +0.6% | -16.4% | +17.0% | +2.0% |
| 30D | +1.3% | -15.1% | +16.4% | +2.4% |
| 3M | -4.1% | -28.2% | +24.1% | -2.2% |
| 6M | +1.1% | -73.1% | +74.2% | +10.9% |
| YTD | +13.6% | -68.3% | +81.9% | +21.4% |
| 1Y | +16.0% | -75.2% | +91.3% | +26.9% |
| 3Y | +60.9% | -81.1% | +142.1% | +71.8% |
| 5Y | +37.9% | -95.0% | +132.9% | +76.9% |
| All | +37.9% | -95.0% | +132.9% | +76.9% |
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