+30.5%
IWM vs HTZ
-92.5%
+123.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.3% | -8.4% | 0.0% |
| 7D | -0.3% | -27.4% | +27.1% | +2.7% |
| 30D | +1.9% | -11.4% | +13.2% | +2.6% |
| 3M | -5.7% | -33.1% | +27.4% | -2.8% |
| 6M | -0.3% | -73.5% | +73.2% | +10.8% |
| YTD | +15.8% | -68.1% | +83.9% | +24.7% |
| 1Y | +17.1% | -74.3% | +91.4% | +28.9% |
| 3Y | +73.1% | -80.9% | +154.0% | +83.5% |
| 5Y | +25.9% | -93.8% | +119.7% | +54.8% |
| All | +30.5% | -92.5% | +123.1% | +60.5% |
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 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