+24.1%
ABNB vs HTZ
-92.5%
+116.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -8.4% | +20.1% | +12.7% |
| 7D | +15.6% | -14.6% | +30.2% | +17.4% |
| 30D | +18.3% | -20.8% | +39.1% | +21.0% |
| 3M | +25.3% | -18.8% | +44.1% | +26.5% |
| 6M | +35.8% | -74.7% | +110.5% | +55.2% |
| YTD | +40.0% | -68.1% | +108.1% | +52.1% |
| 1Y | +57.6% | -73.5% | +131.1% | +75.6% |
| 3Y | +60.8% | -81.8% | +142.6% | +74.5% |
| 5Y | -5.8% | -95.2% | +89.5% | +41.6% |
| All | +24.1% | -92.5% | +116.7% | +77.0% |
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