-86.4%
HTZ vs BIIB
-33.3%
-53.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.9% |
| 7D | +7.5% | +1.1% | +6.4% | +7.0% |
| 30D | +47.4% | +6.9% | +40.6% | +44.0% |
| 3M | -54.9% | +12.4% | -67.3% | -57.4% |
| 6M | -47.0% | +16.3% | -63.3% | -50.8% |
| YTD | -55.3% | +25.5% | -80.7% | -59.8% |
| 1Y | -57.6% | +57.8% | -115.4% | -65.6% |
| 3Y | -86.6% | -17.3% | -69.3% | -86.2% |
| All | -86.4% | -33.3% | -53.0% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling