-54.6%
ILMN vs HTZ
-91.9%
+37.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -20.8% | +12.6% | -6.3% |
| 7D | -28.3% | -7.7% | -20.6% | -27.8% |
| 30D | -24.0% | -13.1% | -10.9% | -23.2% |
| 3M | +4.1% | +14.7% | -10.7% | +1.0% |
| 6M | +49.6% | -70.6% | +120.2% | +63.8% |
| YTD | +58.6% | -65.2% | +123.8% | +68.1% |
| 1Y | +69.9% | -73.2% | +143.1% | +85.4% |
| 3Y | +82.9% | -80.8% | +163.7% | +97.9% |
| 5Y | -47.6% | -94.8% | +47.2% | -34.5% |
| All | -54.6% | -91.9% | +37.3% | -43.7% |
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