+36.1%
IWM vs HTZ
-89.5%
+125.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +0.1% | +7.5% | -7.4% | -0.7% |
| 30D | -1.3% | +47.4% | -48.7% | -6.1% |
| 3M | +1.6% | -54.9% | +56.5% | +7.6% |
| 6M | +13.6% | -47.0% | +60.6% | +17.0% |
| YTD | +20.8% | -55.3% | +76.0% | +26.5% |
| 1Y | +26.4% | -57.6% | +84.1% | +31.4% |
| 3Y | +60.7% | -86.6% | +147.3% | +88.1% |
| 5Y | +38.2% | -86.1% | +124.3% | +58.0% |
| All | +36.1% | -89.5% | +125.7% | +62.9% |
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 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