-93.4%
HTZ vs INCY
+40.3%
-133.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.9% | -16.9% | -19.6% |
| 7D | -7.7% | +1.0% | -8.8% | -7.7% |
| 30D | -13.1% | +4.7% | -17.8% | -13.9% |
| 3M | +14.7% | -1.5% | +16.2% | +15.3% |
| 6M | -70.6% | +21.1% | -91.7% | -72.8% |
| YTD | -65.2% | +19.5% | -84.7% | -67.7% |
| 1Y | -73.2% | +11.6% | -84.8% | -74.6% |
| 3Y | -80.8% | +115.2% | -196.0% | -86.4% |
| 5Y | -94.8% | +73.9% | -168.7% | -96.0% |
| All | -93.4% | +40.3% | -133.7% | -93.9% |
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