-91.5%
HTZ vs ALLY
+3.8%
-95.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +7.5% | +3.7% | +3.8% | +5.0% |
| 30D | +47.4% | -2.3% | +49.7% | +49.1% |
| 3M | -54.9% | +3.8% | -58.7% | -56.4% |
| 6M | -47.0% | +9.7% | -56.7% | -50.4% |
| YTD | -55.3% | -1.4% | -53.8% | -55.2% |
| 1Y | -57.6% | +8.2% | -65.9% | -60.4% |
| 3Y | -86.6% | +66.5% | -153.1% | -90.3% |
| 5Y | -86.1% | +1.2% | -87.3% | -86.7% |
| All | -91.5% | +3.8% | -95.3% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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