+215.6%
ABBV vs HTZ
-93.2%
+308.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.2% |
| 7D | +1.3% | -8.5% | +9.8% | +1.4% |
| 30D | +4.7% | -18.9% | +23.6% | +5.0% |
| 3M | +18.3% | -36.0% | +54.4% | +19.0% |
| 6M | +43.4% | -74.6% | +118.0% | +46.0% |
| YTD | +33.0% | -70.8% | +103.8% | +34.8% |
| 1Y | +30.8% | -75.3% | +106.1% | +32.9% |
| 3Y | +135.1% | -81.6% | +216.7% | +139.0% |
| 5Y | +201.2% | -94.4% | +295.7% | +209.8% |
| All | +215.6% | -93.2% | +308.8% | +221.3% |
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