+50.3%
IJH vs HTZ
-89.5%
+139.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.1% | +7.5% | -7.4% | -0.5% |
| 30D | -1.5% | +47.4% | -48.9% | -5.7% |
| 3M | +0.8% | -54.9% | +55.7% | +5.8% |
| 6M | +7.6% | -47.0% | +54.6% | +10.3% |
| YTD | +15.5% | -55.3% | +70.7% | +20.2% |
| 1Y | +16.9% | -57.6% | +74.5% | +20.9% |
| 3Y | +48.1% | -86.6% | +134.7% | +70.5% |
| 5Y | +47.8% | -86.1% | +133.9% | +66.5% |
| All | +50.3% | -89.5% | +139.8% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling