+38.4%
IJR vs HTZ
-89.5%
+128.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.3% |
| 7D | -0.2% | +7.5% | -7.6% | -0.9% |
| 30D | -2.4% | +47.4% | -49.9% | -6.9% |
| 3M | +3.9% | -54.9% | +58.8% | +9.6% |
| 6M | +12.4% | -47.0% | +59.4% | +15.4% |
| YTD | +21.5% | -55.3% | +76.7% | +26.8% |
| 1Y | +24.0% | -57.6% | +81.6% | +28.4% |
| 3Y | +49.7% | -86.6% | +136.3% | +72.3% |
| 5Y | +39.7% | -86.1% | +125.8% | +55.9% |
| All | +38.4% | -89.5% | +128.0% | +62.9% |
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 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