-91.6%
HTZ vs ALHC
-65.1%
-26.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +10.1% | -1.0% | +7.7% |
| 7D | +18.9% | -0.5% | +19.4% | +18.9% |
| 30D | +26.3% | -4.2% | +30.5% | +26.7% |
| 3M | +49.7% | -39.8% | +89.5% | +59.5% |
| 6M | -61.1% | -57.7% | -3.4% | -57.0% |
| YTD | -56.0% | -58.8% | +2.8% | -51.3% |
| 1Y | -66.4% | -52.4% | -14.0% | -63.6% |
| 3Y | -75.8% | +35.2% | -111.0% | -79.2% |
| 5Y | -93.1% | -61.1% | -32.0% | -93.5% |
| All | -91.6% | -65.1% | -26.5% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling