-80.2%
HTZ vs ALC
+4.5%
-84.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.0% | -19.8% | -20.4% |
| 7D | -7.7% | +7.6% | -15.4% | -10.2% |
| 30D | -13.1% | +21.1% | -34.2% | -19.3% |
| 3M | +14.7% | +8.5% | +6.3% | +11.2% |
| 6M | -70.6% | +2.8% | -73.4% | -71.3% |
| YTD | -65.2% | -2.4% | -62.8% | -64.7% |
| 1Y | -73.2% | +3.5% | -76.7% | -73.7% |
| All | -80.2% | +4.5% | -84.6% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling