-40.2%
INFY vs HTZ
-90.7%
+50.5%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -9.8% | -9.7% | -0.1% | -9.4% |
| 30D | -13.4% | -16.3% | +2.9% | -12.9% |
| 3M | -7.2% | -58.8% | +51.6% | -4.6% |
| 6M | -20.6% | -48.9% | +28.3% | -19.5% |
| YTD | -37.5% | -60.1% | +22.7% | -35.9% |
| 1Y | -33.4% | -65.0% | +31.6% | -31.6% |
| 3Y | -32.4% | -87.2% | +54.8% | -25.9% |
| 5Y | -45.5% | -87.1% | +41.6% | -39.8% |
| All | -40.2% | -90.7% | +50.5% | -32.5% |
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