-91.6%
HTZ vs ALK
-34.3%
-57.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +8.8% | +0.4% | +4.9% |
| 7D | +18.9% | +12.4% | +6.5% | +12.1% |
| 30D | +26.3% | +2.1% | +24.2% | +24.7% |
| 3M | +49.7% | -23.9% | +73.6% | +69.7% |
| 6M | -61.1% | +8.2% | -69.3% | -64.3% |
| YTD | -56.0% | -20.5% | -35.6% | -53.2% |
| 1Y | -66.4% | -1.0% | -65.4% | -68.2% |
| 3Y | -75.8% | +19.2% | -95.0% | -82.4% |
| 5Y | -93.1% | -28.2% | -64.8% | -93.2% |
| All | -91.6% | -34.3% | -57.4% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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