+52.8%
IONQ vs HTZ
-95.4%
+148.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -8.4% | +31.8% | +26.1% |
| 7D | +8.6% | -14.6% | +23.2% | +12.9% |
| 30D | -21.1% | -20.8% | -0.3% | -16.1% |
| 3M | -17.9% | -18.8% | +0.9% | -15.2% |
| 6M | -37.9% | -74.7% | +36.7% | -10.9% |
| YTD | -27.3% | -68.1% | +40.8% | -6.3% |
| 1Y | -43.2% | -73.5% | +30.3% | -22.0% |
| 3Y | +191.0% | -81.8% | +272.8% | +284.2% |
| All | +52.8% | -95.4% | +148.2% | +281.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling