+67.8%
REGN vs HTZ
-93.2%
+161.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.0% | +0.6% |
| 7D | +5.7% | -8.5% | +14.2% | +6.1% |
| 30D | +22.8% | -18.9% | +41.7% | +23.7% |
| 3M | +18.7% | -36.0% | +54.7% | +20.7% |
| 6M | +33.1% | -74.6% | +107.7% | +40.0% |
| YTD | +24.3% | -70.8% | +95.1% | +29.2% |
| 1Y | +38.2% | -75.3% | +113.5% | +44.6% |
| 3Y | +21.1% | -81.6% | +102.6% | +24.2% |
| 5Y | +52.8% | -94.4% | +147.2% | +63.3% |
| All | +67.8% | -93.2% | +161.0% | +79.4% |
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