-93.4%
HTZ vs BIIB
-29.5%
-63.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -4.1% | -16.7% | -19.4% |
| 7D | -7.7% | -2.3% | -5.4% | -6.6% |
| 30D | -13.1% | +9.4% | -22.5% | -15.2% |
| 3M | +14.7% | +18.1% | -3.3% | +9.1% |
| 6M | -70.6% | +29.0% | -99.6% | -73.3% |
| YTD | -65.2% | +38.6% | -103.8% | -69.3% |
| 1Y | -73.2% | +59.0% | -132.2% | -77.6% |
| 3Y | -80.8% | -2.2% | -78.6% | -81.4% |
| 5Y | -94.8% | -12.5% | -82.3% | -95.1% |
| All | -93.4% | -29.5% | -63.9% | -94.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling