-91.5%
HTZ vs ALC
+3.0%
-94.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.5% |
| 7D | +7.5% | -2.1% | +9.6% | +8.7% |
| 30D | +47.4% | -0.1% | +47.5% | +47.3% |
| 3M | -54.9% | +5.9% | -60.8% | -57.2% |
| 6M | -47.0% | -15.9% | -31.1% | -42.5% |
| YTD | -55.3% | -10.1% | -45.1% | -53.6% |
| 1Y | -57.6% | -10.2% | -47.4% | -56.1% |
| 3Y | -86.6% | -13.6% | -73.0% | -86.3% |
| 5Y | -86.1% | -15.1% | -71.0% | -85.7% |
| All | -91.5% | +3.0% | -94.5% | -92.3% |
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