-50.8%
BABA vs HTZ
-93.2%
+42.4%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.0% | +5.5% | -2.0% |
| 7D | +2.4% | -27.5% | +29.9% | +4.4% |
| 30D | -7.8% | -21.9% | +14.1% | -6.6% |
| 3M | -22.4% | -29.2% | +6.9% | -21.3% |
| 6M | -26.0% | -75.2% | +49.2% | -19.2% |
| YTD | -29.3% | -70.8% | +41.5% | -24.4% |
| 1Y | -37.5% | -76.1% | +38.6% | -32.2% |
| 3Y | +31.9% | -82.5% | +114.4% | +40.8% |
| 5Y | -33.4% | -94.1% | +60.7% | -17.6% |
| All | -50.8% | -93.2% | +42.4% | -39.6% |
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