-93.4%
HTZ vs ALLE
+43.3%
-136.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.9% | -17.9% | -18.8% |
| 7D | -7.7% | 0.0% | -7.8% | -7.3% |
| 30D | -13.1% | +20.6% | -33.7% | -23.2% |
| 3M | +14.7% | +11.4% | +3.3% | +7.0% |
| 6M | -70.6% | +42.5% | -113.2% | -77.5% |
| YTD | -65.2% | +18.9% | -84.1% | -69.7% |
| 1Y | -73.2% | +14.2% | -87.3% | -75.9% |
| 3Y | -80.8% | +90.7% | -171.5% | -88.2% |
| 5Y | -94.8% | +52.5% | -147.3% | -96.4% |
| All | -93.4% | +43.3% | -136.7% | -95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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