-93.4%
HTZ vs ALHC
-67.6%
-25.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -7.1% | -13.7% | -19.7% |
| 7D | -7.7% | -6.2% | -1.5% | -6.7% |
| 30D | -13.1% | -9.7% | -3.4% | -11.8% |
| 3M | +14.7% | -44.7% | +59.5% | +24.2% |
| 6M | -70.6% | -58.7% | -11.9% | -67.3% |
| YTD | -65.2% | -61.7% | -3.5% | -60.9% |
| 1Y | -73.2% | -55.7% | -17.5% | -70.5% |
| 3Y | -80.8% | +25.6% | -106.4% | -83.3% |
| 5Y | -94.8% | -65.8% | -29.0% | -95.0% |
| All | -93.4% | -67.6% | -25.7% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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