+67.1%
REGN vs HTZ
-93.0%
+160.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.1% | +5.2% | -0.6% |
| 7D | +5.3% | -14.0% | +19.3% | +6.0% |
| 30D | +26.3% | -19.8% | +46.1% | +27.3% |
| 3M | +19.3% | -45.0% | +64.3% | +22.1% |
| 6M | +31.8% | -73.2% | +105.1% | +38.4% |
| YTD | +23.7% | -70.0% | +93.7% | +28.4% |
| 1Y | +40.2% | -75.7% | +116.0% | +46.9% |
| 3Y | +20.2% | -82.1% | +102.2% | +23.5% |
| 5Y | +52.1% | -94.3% | +146.4% | +62.4% |
| All | +67.1% | -93.0% | +160.1% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling