-93.1%
HTZ vs ALM
+431.5%
-524.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.2% | +8.0% | +9.1% |
| 7D | +18.9% | -6.4% | +25.3% | +19.7% |
| 30D | +26.3% | -35.0% | +61.2% | +31.4% |
| 3M | +49.7% | -33.8% | +83.5% | +55.0% |
| 6M | -61.1% | -55.0% | -6.1% | -58.4% |
| YTD | -56.0% | -0.2% | -55.8% | -55.5% |
| 1Y | -66.4% | +41.8% | -108.2% | -66.8% |
| 3Y | -75.8% | +864.6% | -940.4% | -80.5% |
| 5Y | -93.1% | +443.3% | -536.4% | -94.4% |
| All | -93.1% | +431.5% | -524.6% | -94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 5y: compounded portfolio wealth divided by compounded ALM 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…
5y analysis · Full analysis span regression · 6 months rolling