-91.6%
HTZ vs ALLE
+47.6%
-139.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.8% | +7.4% | +8.0% |
| 7D | +18.9% | +6.7% | +12.3% | +14.0% |
| 30D | +26.3% | +25.4% | +0.9% | +8.2% |
| 3M | +49.7% | +16.9% | +32.7% | +34.6% |
| 6M | -61.1% | +46.6% | -107.7% | -70.9% |
| YTD | -56.0% | +22.4% | -78.4% | -62.7% |
| 1Y | -66.4% | +17.7% | -84.2% | -70.6% |
| 3Y | -75.8% | +96.3% | -172.1% | -85.5% |
| 5Y | -93.1% | +57.4% | -150.5% | -95.4% |
| All | -91.6% | +47.6% | -139.2% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling