-8.1%
ALNY vs HTZ
-92.5%
+84.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.4% | +7.9% | 0.0% |
| 7D | -5.5% | -14.6% | +9.1% | -4.8% |
| 30D | -30.5% | -20.8% | -9.7% | -29.8% |
| 3M | -27.8% | -18.8% | -9.0% | -27.5% |
| 6M | -48.5% | -74.7% | +26.2% | -45.1% |
| YTD | -60.8% | -68.1% | +7.3% | -59.1% |
| 1Y | -64.6% | -73.5% | +8.9% | -62.7% |
| 3Y | -6.7% | -81.8% | +75.1% | -2.2% |
| 5Y | -16.7% | -95.2% | +78.5% | -2.8% |
| All | -8.1% | -92.5% | +84.4% | +5.9% |
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