+39.3%
IYR vs HTZ
-81.0%
+120.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -20.8% | +19.1% | -0.8% |
| 7D | +2.8% | -7.7% | +10.5% | +3.0% |
| 30D | +7.3% | -13.1% | +20.4% | +7.8% |
| 3M | -2.0% | +14.7% | -16.8% | -3.3% |
| 6M | +1.5% | -70.6% | +72.1% | +6.0% |
| YTD | +10.5% | -65.2% | +75.7% | +13.9% |
| 1Y | +10.5% | -73.2% | +83.7% | +15.3% |
| All | +39.3% | -81.0% | +120.3% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling