+83.2%
IVV vs HTZ
-91.9%
+175.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -20.8% | +16.4% | -3.2% |
| 7D | -4.8% | -7.7% | +3.0% | -4.4% |
| 30D | -5.9% | -13.1% | +7.2% | -5.3% |
| 3M | -4.5% | +14.7% | -19.3% | -6.1% |
| 6M | +1.8% | -70.6% | +72.4% | +7.6% |
| YTD | +8.4% | -65.2% | +73.5% | +12.5% |
| 1Y | +9.4% | -73.2% | +82.6% | +15.3% |
| 3Y | +75.3% | -80.8% | +156.1% | +83.1% |
| 5Y | +67.8% | -94.8% | +162.6% | +92.6% |
| All | +83.2% | -91.9% | +175.1% | +108.5% |
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