+12.8%
IQV vs HTZ
-92.6%
+105.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.6% |
| 7D | +7.9% | -16.4% | +24.3% | +8.9% |
| 30D | +7.3% | -15.1% | +22.4% | +8.1% |
| 3M | +16.8% | -28.2% | +45.0% | +18.5% |
| 6M | +56.0% | -73.1% | +129.1% | +68.6% |
| YTD | +23.7% | -68.3% | +92.0% | +30.5% |
| 1Y | +32.5% | -75.2% | +107.7% | +42.7% |
| 3Y | +45.3% | -81.1% | +126.4% | +52.2% |
| 5Y | +10.7% | -95.0% | +105.7% | +29.1% |
| All | +12.8% | -92.6% | +105.4% | +32.2% |
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