+230.3%
IONQ vs HTZ
-92.6%
+322.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.5% |
| 7D | +25.5% | -16.4% | +41.9% | +31.1% |
| 30D | -11.4% | -15.1% | +3.7% | -8.1% |
| 3M | -20.5% | -28.2% | +7.7% | -14.9% |
| 6M | -28.2% | -73.1% | +44.8% | -1.0% |
| YTD | -21.2% | -68.3% | +47.0% | +0.5% |
| 1Y | -40.4% | -75.2% | +34.9% | -17.6% |
| 3Y | +214.7% | -81.1% | +295.8% | +293.1% |
| 5Y | +56.9% | -95.0% | +151.9% | +226.7% |
| All | +230.3% | -92.6% | +322.9% | +563.9% |
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 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