+199.8%
ABBV vs HTZ
-95.4%
+295.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.4% | +9.4% | +1.2% |
| 7D | -1.2% | -14.6% | +13.4% | -1.0% |
| 30D | +8.0% | -20.8% | +28.8% | +8.3% |
| 3M | +20.2% | -18.8% | +39.0% | +20.3% |
| 6M | +44.0% | -74.7% | +118.7% | +46.6% |
| YTD | +31.3% | -68.1% | +99.4% | +32.9% |
| 1Y | +37.0% | -73.5% | +110.5% | +39.0% |
| 3Y | +128.0% | -81.8% | +209.8% | +131.9% |
| All | +199.8% | -95.4% | +295.2% | +207.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling