+15.4%
IYR vs HTZ
-92.6%
+108.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +2.3% | -16.4% | +18.7% | +3.3% |
| 30D | +7.4% | -15.1% | +22.5% | +8.2% |
| 3M | -0.7% | -28.2% | +27.5% | +0.6% |
| 6M | +1.6% | -73.1% | +74.7% | +8.8% |
| YTD | +11.6% | -68.3% | +79.9% | +17.1% |
| 1Y | +10.5% | -75.2% | +85.7% | +18.0% |
| 3Y | +43.4% | -81.1% | +124.5% | +49.9% |
| 5Y | +6.8% | -95.0% | +101.8% | +22.8% |
| All | +15.4% | -92.6% | +108.0% | +33.9% |
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