+4.9%
IQV vs HTZ
-90.1%
+95.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.0% | +1.8% | -2.8% |
| 7D | +0.3% | -2.5% | +2.8% | +0.5% |
| 30D | +8.6% | -3.7% | +12.3% | +8.5% |
| 3M | +41.1% | -57.0% | +98.1% | +47.7% |
| 6M | +48.6% | -47.0% | +95.5% | +51.3% |
| YTD | +15.0% | -57.5% | +72.5% | +19.5% |
| 1Y | +38.1% | -63.5% | +101.6% | +44.0% |
| 3Y | +21.4% | -86.3% | +107.7% | +37.0% |
| 5Y | -1.0% | -86.8% | +85.7% | +11.8% |
| All | +4.9% | -90.1% | +95.0% | +21.0% |
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 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