-91.5%
HTZ vs ALK
-30.9%
-60.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.6% |
| 7D | +7.5% | -0.7% | +8.1% | +7.8% |
| 30D | +47.4% | -19.2% | +66.7% | +62.7% |
| 3M | -54.9% | -1.5% | -53.4% | -56.1% |
| 6M | -47.0% | -13.1% | -34.0% | -45.7% |
| YTD | -55.3% | -16.4% | -38.8% | -53.5% |
| 1Y | -57.6% | -33.1% | -24.6% | -50.9% |
| 3Y | -86.6% | +0.6% | -87.2% | -88.9% |
| 5Y | -86.1% | -26.4% | -59.7% | -86.7% |
| All | -91.5% | -30.9% | -60.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling