+53.2%
ALNY vs HTZ
-90.1%
+143.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.0% | +2.7% | -2.0% |
| 7D | +5.7% | -2.5% | +8.1% | +5.8% |
| 30D | +18.7% | -3.7% | +22.4% | +18.6% |
| 3M | -11.0% | -57.0% | +46.0% | -7.6% |
| 6M | -18.9% | -47.0% | +28.1% | -17.6% |
| YTD | -34.6% | -57.5% | +22.9% | -32.6% |
| 1Y | -42.8% | -63.5% | +20.6% | -40.9% |
| 3Y | +29.1% | -86.3% | +115.5% | +44.3% |
| 5Y | +39.6% | -86.8% | +126.4% | +55.4% |
| All | +53.2% | -90.1% | +143.3% | +74.5% |
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