+31.0%
IWM vs HTZ
-89.7%
+120.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.2% | -7.7% | +0.6% |
| 7D | +1.0% | +18.9% | -18.0% | -0.8% |
| 30D | +0.2% | +26.3% | -26.0% | -2.4% |
| 3M | -5.6% | +49.7% | -55.3% | -10.8% |
| 6M | +2.7% | -61.1% | +63.8% | +10.0% |
| YTD | +16.2% | -56.0% | +72.2% | +21.4% |
| 1Y | +18.9% | -66.4% | +85.4% | +27.8% |
| 3Y | +68.3% | -75.8% | +144.1% | +76.0% |
| 5Y | +26.7% | -93.1% | +119.7% | +52.8% |
| All | +31.0% | -89.7% | +120.7% | +56.4% |
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