+147.0%
IONQ vs HTZ
-91.9%
+238.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -20.8% | +10.3% | -4.1% |
| 7D | -16.7% | -7.7% | -8.9% | -14.9% |
| 30D | -38.9% | -13.1% | -25.8% | -36.7% |
| 3M | -33.8% | +14.7% | -48.6% | -39.2% |
| 6M | -44.9% | -70.6% | +25.7% | -25.4% |
| YTD | -41.1% | -65.2% | +24.1% | -26.5% |
| 1Y | -52.3% | -73.2% | +20.9% | -35.4% |
| 3Y | +128.2% | -80.8% | +209.1% | +190.1% |
| 5Y | +37.2% | -94.8% | +132.0% | +180.5% |
| All | +147.0% | -91.9% | +238.9% | +385.7% |
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