-93.4%
HTZ vs INCY
+82.6%
-176.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.5% | +4.7% | +7.9% |
| 7D | +18.9% | +5.1% | +13.8% | +17.2% |
| 30D | +26.3% | +7.6% | +18.6% | +23.5% |
| 3M | +49.7% | +1.9% | +47.8% | +48.4% |
| 6M | -61.1% | +26.5% | -87.6% | -64.7% |
| YTD | -56.0% | +24.4% | -80.4% | -60.0% |
| 1Y | -66.4% | +19.4% | -85.8% | -69.1% |
| 3Y | -75.8% | +124.0% | -199.8% | -83.7% |
| All | -93.4% | +82.6% | -176.0% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling