+14.9%
IYR vs HTZ
-92.5%
+107.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.3% | -9.5% | -0.8% |
| 7D | -1.2% | -27.4% | +26.2% | +0.6% |
| 30D | +6.1% | -11.4% | +17.5% | +6.6% |
| 3M | +0.9% | -33.1% | +34.0% | +2.8% |
| 6M | +1.2% | -73.5% | +74.7% | +8.4% |
| YTD | +11.1% | -68.1% | +79.2% | +16.6% |
| 1Y | +9.0% | -74.3% | +83.3% | +16.0% |
| 3Y | +41.4% | -80.9% | +122.3% | +47.6% |
| 5Y | +6.7% | -93.8% | +100.4% | +22.2% |
| All | +14.9% | -92.5% | +107.5% | +33.2% |
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