+11.3%
IQV vs HTZ
-93.2%
+104.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.0% | +6.7% | -0.8% |
| 7D | +4.8% | -27.5% | +32.3% | +6.9% |
| 30D | +5.9% | -21.9% | +27.8% | +7.3% |
| 3M | +13.7% | -29.2% | +42.9% | +15.4% |
| 6M | +54.0% | -75.2% | +129.2% | +67.3% |
| YTD | +22.1% | -70.8% | +92.9% | +29.6% |
| 1Y | +29.1% | -76.1% | +105.3% | +39.3% |
| 3Y | +40.4% | -82.5% | +122.9% | +47.7% |
| 5Y | +9.1% | -94.1% | +103.2% | +27.8% |
| All | +11.3% | -93.2% | +104.5% | +31.1% |
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