-91.5%
HTZ vs ALLE
+19.9%
-111.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +0.7% |
| 7D | +7.5% | -0.2% | +7.7% | +7.6% |
| 30D | +47.4% | -6.8% | +54.2% | +54.7% |
| 3M | -54.9% | +21.0% | -75.9% | -61.6% |
| 6M | -47.0% | +1.1% | -48.1% | -48.5% |
| YTD | -55.3% | -0.5% | -54.7% | -56.3% |
| 1Y | -57.6% | -7.3% | -50.4% | -56.3% |
| 3Y | -86.6% | +42.3% | -128.9% | -90.0% |
| 5Y | -86.1% | +13.5% | -99.6% | -88.5% |
| All | -91.5% | +19.9% | -111.4% | -93.4% |
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