-39.9%
AAL vs HTZ
-91.9%
+52.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -20.8% | +15.7% | -2.0% |
| 7D | +1.2% | -7.7% | +8.9% | +2.1% |
| 30D | -0.5% | -13.1% | +12.6% | +1.1% |
| 3M | -22.0% | +14.7% | -36.8% | -25.4% |
| 6M | +4.5% | -70.6% | +75.1% | +20.1% |
| YTD | -15.7% | -65.2% | +49.5% | -7.0% |
| 1Y | -3.7% | -73.2% | +69.5% | +10.8% |
| 3Y | +7.9% | -80.8% | +88.7% | +20.5% |
| 5Y | -40.7% | -94.8% | +54.1% | -18.4% |
| All | -39.9% | -91.9% | +52.0% | -18.8% |
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