-2.8%
ALNY vs HTZ
-93.2%
+90.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.6% | +8.0% | +5.5% |
| 7D | +5.8% | -8.5% | +14.4% | +6.3% |
| 30D | -26.5% | -18.9% | -7.6% | -25.8% |
| 3M | -27.3% | -36.0% | +8.7% | -25.8% |
| 6M | -43.4% | -74.6% | +31.2% | -39.7% |
| YTD | -58.5% | -70.8% | +12.3% | -56.5% |
| 1Y | -63.6% | -75.3% | +11.6% | -61.5% |
| 3Y | 0.0% | -81.6% | +81.6% | +3.9% |
| 5Y | -3.4% | -94.4% | +91.0% | +12.3% |
| All | -2.8% | -93.2% | +90.4% | +12.6% |
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