+213.8%
ABBV vs HTZ
-92.6%
+306.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +1.5% | -16.4% | +18.0% | +1.8% |
| 30D | +6.7% | -15.1% | +21.8% | +6.9% |
| 3M | +19.9% | -28.2% | +48.1% | +20.3% |
| 6M | +47.5% | -73.1% | +120.5% | +50.0% |
| YTD | +32.2% | -68.3% | +100.5% | +33.9% |
| 1Y | +37.8% | -75.2% | +113.1% | +40.1% |
| 3Y | +134.8% | -81.1% | +215.9% | +138.6% |
| 5Y | +203.0% | -95.0% | +298.0% | +211.9% |
| All | +213.8% | -92.6% | +306.3% | +219.0% |
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