-93.9%
HTZ vs INCY
+42.3%
-136.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.4% | -9.8% | -8.8% |
| 7D | -14.6% | -0.6% | -14.0% | -14.2% |
| 30D | -20.8% | +5.5% | -26.2% | -21.7% |
| 3M | -18.8% | +1.1% | -19.9% | -19.0% |
| 6M | -74.7% | +19.8% | -94.5% | -76.5% |
| YTD | -68.1% | +21.1% | -89.2% | -70.5% |
| 1Y | -73.5% | +13.7% | -87.2% | -75.0% |
| 3Y | -81.8% | +119.3% | -201.1% | -87.2% |
| 5Y | -95.2% | +76.3% | -171.6% | -96.4% |
| All | -93.9% | +42.3% | -136.2% | -94.4% |
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