-66.4%
HTZ vs INCY
+20.6%
-87.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.5% | +4.7% | +8.9% |
| 7D | +18.9% | +5.1% | +13.8% | +18.5% |
| 30D | +26.3% | +7.6% | +18.6% | +25.7% |
| 3M | +49.7% | +1.9% | +47.8% | +49.6% |
| 6M | -61.1% | +26.5% | -87.6% | -63.2% |
| YTD | -56.0% | +24.4% | -80.4% | -57.9% |
| 1Y | -66.4% | +19.4% | -85.8% | -67.5% |
| All | -66.4% | +20.6% | -87.0% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY 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 1y: compounded portfolio wealth divided by compounded INCY 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…
1y analysis · Full analysis span regression · 6 months rolling