-25.7%
IP vs HTZ
-91.9%
+66.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -20.8% | +16.8% | -2.5% |
| 7D | -5.0% | -7.7% | +2.8% | -4.6% |
| 30D | +6.5% | -13.1% | +19.6% | +7.3% |
| 3M | -18.0% | +14.7% | -32.8% | -19.7% |
| 6M | +10.3% | -70.6% | +80.9% | +18.0% |
| YTD | -9.9% | -65.2% | +55.3% | -5.6% |
| 1Y | -1.1% | -73.2% | +72.1% | +5.5% |
| 3Y | +13.0% | -80.8% | +93.8% | +19.4% |
| 5Y | -12.3% | -94.8% | +82.5% | +0.8% |
| All | -25.7% | -91.9% | +66.1% | -16.2% |
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