-39.0%
AAL vs HTZ
-89.5%
+50.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.0% |
| 7D | -3.7% | +7.5% | -11.2% | -4.8% |
| 30D | -20.8% | +47.4% | -68.2% | -26.5% |
| 3M | -1.3% | -54.9% | +53.6% | +6.9% |
| 6M | +5.4% | -47.0% | +52.4% | +9.7% |
| YTD | -14.4% | -55.3% | +40.9% | -8.4% |
| 1Y | +2.1% | -57.6% | +59.7% | +7.8% |
| 3Y | -10.6% | -86.6% | +76.0% | +14.5% |
| 5Y | -32.2% | -86.1% | +53.9% | -10.2% |
| All | -39.0% | -89.5% | +50.6% | -20.1% |
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