+54.3%
QCOM vs HTZ
-86.4%
+140.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +3.3% | +7.5% | -4.1% | +2.6% |
| 30D | +7.7% | +47.4% | -39.7% | +3.0% |
| 3M | -30.1% | -54.9% | +24.8% | -26.4% |
| 6M | +22.8% | -47.0% | +69.8% | +27.7% |
| YTD | +0.2% | -55.3% | +55.4% | +5.3% |
| 1Y | +7.9% | -57.6% | +65.5% | +13.0% |
| All | +54.3% | -86.4% | +140.7% | +85.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling