-86.4%
HTZ vs INCY
+67.3%
-153.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.6% |
| 7D | +7.5% | +1.9% | +5.6% | +6.9% |
| 30D | +47.4% | +5.8% | +41.6% | +45.0% |
| 3M | -54.9% | +25.2% | -80.1% | -58.5% |
| 6M | -47.0% | +28.2% | -75.2% | -51.8% |
| YTD | -55.3% | +28.3% | -83.6% | -59.2% |
| 1Y | -57.6% | +48.3% | -106.0% | -63.5% |
| 3Y | -86.6% | +95.9% | -182.5% | -90.0% |
| All | -86.4% | +67.3% | -153.7% | -89.8% |
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