+13.4%
IYR vs HTZ
-89.5%
+102.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.8% |
| 7D | -1.2% | +7.5% | -8.7% | -1.7% |
| 30D | -2.9% | +47.4% | -50.3% | -6.0% |
| 3M | +0.8% | -54.9% | +55.7% | +4.8% |
| 6M | +1.9% | -47.0% | +48.9% | +3.9% |
| YTD | +9.6% | -55.3% | +64.9% | +13.1% |
| 1Y | +8.1% | -57.6% | +65.7% | +10.9% |
| 3Y | +29.2% | -86.6% | +115.8% | +44.6% |
| 5Y | +4.3% | -86.1% | +90.4% | +16.8% |
| All | +13.4% | -89.5% | +102.9% | +29.2% |
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 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