-45.5%
ILMN vs HTZ
-95.4%
+49.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -8.4% | +10.8% | +3.3% |
| 7D | -9.7% | -14.6% | +4.9% | -8.5% |
| 30D | -20.4% | -20.8% | +0.4% | -18.9% |
| 3M | +10.0% | -18.8% | +28.8% | +10.8% |
| 6M | +49.5% | -74.7% | +124.2% | +67.3% |
| YTD | +62.5% | -68.1% | +130.6% | +74.2% |
| 1Y | +76.0% | -73.5% | +149.5% | +92.8% |
| 3Y | +94.2% | -81.8% | +176.0% | +115.8% |
| All | -45.5% | -95.4% | +49.9% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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