+37.4%
IJR vs HTZ
-90.1%
+127.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.0% | +4.3% | -0.3% |
| 7D | +0.9% | -2.5% | +3.4% | +1.1% |
| 30D | -3.1% | -3.7% | +0.6% | -3.3% |
| 3M | +4.4% | -57.0% | +61.4% | +10.5% |
| 6M | +16.1% | -47.0% | +63.1% | +19.2% |
| YTD | +20.6% | -57.5% | +78.1% | +26.4% |
| 1Y | +22.9% | -63.5% | +86.3% | +29.4% |
| 3Y | +55.2% | -86.3% | +141.6% | +77.3% |
| 5Y | +41.1% | -86.8% | +127.9% | +58.1% |
| All | +37.4% | -90.1% | +127.5% | +62.5% |
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 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