-52.3%
ILMN vs HTZ
-89.5%
+37.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | +1.2% | +7.5% | -6.3% | +0.5% |
| 30D | +9.2% | +47.4% | -38.3% | +4.0% |
| 3M | +29.8% | -54.9% | +84.7% | +36.9% |
| 6M | +69.2% | -47.0% | +116.2% | +73.4% |
| YTD | +66.4% | -55.3% | +121.6% | +73.2% |
| 1Y | +123.4% | -57.6% | +181.0% | +130.6% |
| 3Y | +33.2% | -86.6% | +119.8% | +59.5% |
| 5Y | -52.0% | -86.1% | +34.2% | -42.3% |
| All | -52.3% | -89.5% | +37.2% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling