+28.4%
IWM vs HTZ
-93.0%
+121.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.1% | +4.5% | -1.0% |
| 7D | +2.8% | -14.0% | +16.7% | +4.2% |
| 30D | +0.6% | -19.8% | +20.4% | +2.4% |
| 3M | -7.8% | -45.0% | +37.2% | -3.0% |
| 6M | -1.0% | -73.2% | +72.2% | +9.8% |
| YTD | +13.9% | -70.0% | +83.9% | +23.4% |
| 1Y | +15.4% | -75.7% | +91.2% | +27.8% |
| 3Y | +70.2% | -82.1% | +152.3% | +81.6% |
| 5Y | +23.7% | -94.3% | +118.0% | +53.2% |
| All | +28.4% | -93.0% | +121.4% | +58.9% |
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