-40.8%
AAL vs HTZ
-95.4%
+54.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -8.4% | +10.3% | +3.3% |
| 7D | +4.6% | -14.6% | +19.2% | +6.9% |
| 30D | +2.6% | -20.8% | +23.3% | +5.9% |
| 3M | -17.8% | -18.8% | +1.0% | -16.5% |
| 6M | +1.9% | -74.7% | +76.5% | +21.4% |
| YTD | -14.0% | -68.1% | +54.1% | -3.2% |
| 1Y | +0.2% | -73.5% | +73.7% | +16.4% |
| 3Y | +13.0% | -81.8% | +94.9% | +30.6% |
| All | -40.8% | -95.4% | +54.6% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling