+26.2%
IWM vs HTZ
-92.5%
+118.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.4% | +9.4% | +1.8% |
| 7D | -2.0% | -14.6% | +12.6% | -0.7% |
| 30D | -1.5% | -20.8% | +19.3% | +0.5% |
| 3M | -8.0% | -18.8% | +10.8% | -7.2% |
| 6M | -4.1% | -74.7% | +70.6% | +7.2% |
| YTD | +11.9% | -68.1% | +80.0% | +20.6% |
| 1Y | +15.0% | -73.5% | +88.5% | +26.2% |
| 3Y | +64.2% | -81.8% | +146.0% | +75.9% |
| 5Y | +20.4% | -95.2% | +115.6% | +50.2% |
| All | +26.2% | -92.5% | +118.7% | +55.3% |
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