-93.4%
HTZ vs ALC
+11.9%
-105.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.0% | -19.8% | -20.3% |
| 7D | -7.7% | +7.6% | -15.4% | -11.0% |
| 30D | -13.1% | +21.1% | -34.2% | -21.3% |
| 3M | +14.7% | +8.5% | +6.3% | +9.8% |
| 6M | -70.6% | +2.8% | -73.4% | -71.8% |
| YTD | -65.2% | -2.4% | -62.8% | -65.4% |
| 1Y | -73.2% | +3.5% | -76.7% | -74.3% |
| 3Y | -80.8% | +4.2% | -85.0% | -82.4% |
| 5Y | -94.8% | -9.0% | -85.8% | -94.9% |
| All | -93.4% | +11.9% | -105.2% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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