+214.4%
ABBV vs HTZ
-93.2%
+307.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.0% | +8.2% | +0.3% |
| 7D | +2.8% | -27.5% | +30.3% | +3.2% |
| 30D | +7.0% | -21.9% | +28.8% | +7.3% |
| 3M | +19.2% | -29.2% | +48.5% | +19.7% |
| 6M | +47.8% | -75.2% | +123.0% | +50.5% |
| YTD | +32.5% | -70.8% | +103.3% | +34.3% |
| 1Y | +38.4% | -76.1% | +114.5% | +40.7% |
| 3Y | +134.3% | -82.5% | +216.8% | +138.4% |
| 5Y | +200.6% | -94.1% | +294.7% | +208.9% |
| All | +214.4% | -93.2% | +307.6% | +220.0% |
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