-67.1%
HTZ vs LUMN
+11.9%
-79.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.5% |
| 7D | -11.3% | +2.5% | -13.8% | -11.3% |
| 30D | -27.1% | +10.3% | -37.5% | -27.3% |
| 3M | -59.5% | -18.3% | -41.3% | -59.2% |
| 6M | -50.5% | +4.4% | -54.8% | -50.3% |
| YTD | -60.3% | -10.7% | -49.6% | -60.7% |
| 1Y | -67.1% | +14.0% | -81.1% | -69.7% |
| All | -67.1% | +11.9% | -79.1% | -69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 1y: compounded portfolio wealth divided by compounded LUMN 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…
1y analysis · Full analysis span regression · 6 months rolling