-91.6%
HTZ vs INCY
+46.1%
-137.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.5% | +4.7% | +7.9% |
| 7D | +18.9% | +5.1% | +13.8% | +17.3% |
| 30D | +26.3% | +7.6% | +18.6% | +23.6% |
| 3M | +49.7% | +1.9% | +47.8% | +48.5% |
| 6M | -61.1% | +26.5% | -87.6% | -64.6% |
| YTD | -56.0% | +24.4% | -80.4% | -59.7% |
| 1Y | -66.4% | +19.4% | -85.8% | -68.9% |
| 3Y | -75.8% | +124.0% | -199.8% | -83.1% |
| 5Y | -93.1% | +82.0% | -175.1% | -94.8% |
| All | -91.6% | +46.1% | -137.7% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling