-74.9%
HTZ vs ALC
+5.5%
-80.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +6.8% | +2.4% | +6.4% |
| 7D | +18.9% | +10.7% | +8.2% | +14.3% |
| 30D | +26.3% | +20.2% | +6.1% | +17.4% |
| 3M | +49.7% | +8.9% | +40.8% | +44.6% |
| 6M | -61.1% | +5.7% | -66.8% | -62.6% |
| YTD | -56.0% | -1.4% | -54.6% | -55.7% |
| 1Y | -66.4% | +4.7% | -71.1% | -67.3% |
| All | -74.9% | +5.5% | -80.4% | -77.5% |
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