+39.4%
REGN vs HTZ
-90.7%
+130.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -6.0% | -9.7% | +3.7% | -5.5% |
| 30D | -0.4% | -16.3% | +16.0% | +0.3% |
| 3M | +32.0% | -58.8% | +90.8% | +36.1% |
| 6M | +3.0% | -48.9% | +51.9% | +4.7% |
| YTD | +3.2% | -60.1% | +63.3% | +6.0% |
| 1Y | +43.4% | -65.0% | +108.4% | +47.5% |
| 3Y | -3.6% | -87.2% | +83.6% | +1.7% |
| 5Y | +23.1% | -87.1% | +110.2% | +29.6% |
| All | +39.4% | -90.7% | +130.0% | +47.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling