-91.5%
HTZ vs ALM
+941.2%
-1,032.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.5% |
| 7D | +7.5% | -2.6% | +10.1% | +7.7% |
| 30D | +47.4% | +32.0% | +15.4% | +43.4% |
| 3M | -54.9% | -15.0% | -39.9% | -54.5% |
| 6M | -47.0% | -10.1% | -36.9% | -46.9% |
| YTD | -55.3% | +99.4% | -154.7% | -57.4% |
| 1Y | -57.6% | +316.4% | -374.0% | -62.0% |
| 3Y | -86.6% | +2,022.0% | -2,108.6% | -89.9% |
| 5Y | -86.1% | +941.2% | -1,027.3% | -89.2% |
| All | -91.5% | +941.2% | -1,032.7% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling