-19.2%
IP vs HTZ
-89.5%
+70.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | -5.3% | +7.5% | -12.7% | -5.7% |
| 30D | -10.9% | +47.4% | -58.3% | -13.8% |
| 3M | +11.2% | -54.9% | +66.1% | +15.7% |
| 6M | -10.2% | -47.0% | +36.8% | -8.4% |
| YTD | -2.0% | -55.3% | +53.3% | +1.3% |
| 1Y | -19.1% | -57.6% | +38.5% | -16.7% |
| 3Y | +20.9% | -86.6% | +107.5% | +35.4% |
| 5Y | -17.8% | -86.1% | +68.3% | -10.1% |
| All | -19.2% | -89.5% | +70.3% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling