-86.4%
HTZ vs ALHC
-33.5%
-52.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +7.5% | -0.6% | +8.1% | +7.5% |
| 30D | +47.4% | -1.0% | +48.5% | +47.5% |
| 3M | -54.9% | -10.2% | -44.7% | -54.8% |
| 6M | -47.0% | -28.3% | -18.7% | -45.2% |
| YTD | -55.3% | -31.4% | -23.8% | -53.6% |
| 1Y | -57.6% | -16.9% | -40.7% | -57.3% |
| 3Y | -86.6% | +135.5% | -222.1% | -89.5% |
| All | -86.4% | -33.5% | -52.9% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling