-31.0%
INFY vs HTZ
-93.2%
+62.2%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -8.0% | +9.6% | +1.9% |
| 7D | +5.5% | -27.5% | +33.1% | +6.6% |
| 30D | +17.3% | -21.9% | +39.2% | +18.1% |
| 3M | +0.2% | -29.2% | +29.5% | +1.0% |
| 6M | +0.3% | -75.2% | +75.5% | +4.9% |
| YTD | -27.8% | -70.8% | +43.0% | -25.3% |
| 1Y | -23.3% | -76.1% | +52.9% | -20.0% |
| 3Y | -17.8% | -82.5% | +64.7% | -15.0% |
| 5Y | -37.5% | -94.1% | +56.5% | -30.0% |
| All | -31.0% | -93.2% | +62.2% | -21.4% |
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