-94.0%
HTZ vs INCY
+45.0%
-138.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | -16.4% | +1.5% | -18.0% | -16.6% |
| 30D | -15.1% | +8.1% | -23.2% | -16.7% |
| 3M | -28.2% | +1.1% | -29.3% | -28.4% |
| 6M | -73.1% | +23.7% | -96.7% | -75.2% |
| YTD | -68.3% | +23.4% | -91.7% | -70.8% |
| 1Y | -75.2% | +15.0% | -90.2% | -76.7% |
| 3Y | -81.1% | +132.1% | -213.2% | -87.0% |
| 5Y | -95.0% | +83.2% | -178.2% | -96.3% |
| All | -94.0% | +45.0% | -138.9% | -94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling