-93.9%
HTZ vs BIIB
-28.2%
-65.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.8% | -10.2% | -9.0% |
| 7D | -14.6% | -2.1% | -12.5% | -13.7% |
| 30D | -20.8% | +11.8% | -32.6% | -23.3% |
| 3M | -18.8% | +20.4% | -39.2% | -23.4% |
| 6M | -74.7% | +30.2% | -104.9% | -77.1% |
| YTD | -68.1% | +41.1% | -109.2% | -72.1% |
| 1Y | -73.5% | +58.4% | -131.9% | -77.8% |
| 3Y | -81.8% | -0.1% | -81.7% | -82.5% |
| 5Y | -95.2% | -10.9% | -84.3% | -95.5% |
| All | -93.9% | -28.2% | -65.7% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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