+37.8%
QCOM vs HTZ
-89.7%
+127.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +9.2% | -3.9% | +4.2% |
| 7D | -5.3% | +18.9% | -24.3% | -7.3% |
| 30D | -4.2% | +26.3% | -30.5% | -7.2% |
| 3M | +7.0% | +49.7% | -42.6% | +0.2% |
| 6M | +3.8% | -61.1% | +64.9% | +12.9% |
| YTD | +2.8% | -56.0% | +58.9% | +9.4% |
| 1Y | +2.3% | -66.4% | +68.7% | +11.9% |
| 3Y | +54.4% | -75.8% | +130.2% | +64.1% |
| 5Y | +23.7% | -93.1% | +116.8% | +55.8% |
| All | +37.8% | -89.7% | +127.5% | +74.5% |
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