+5.0%
ABT vs HTZ
-92.6%
+97.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +0.3% | -16.4% | +16.7% | +1.0% |
| 30D | +11.6% | -15.1% | +26.7% | +12.2% |
| 3M | +3.1% | -28.2% | +31.3% | +4.1% |
| 6M | +32.8% | -73.1% | +105.9% | +38.9% |
| YTD | -9.6% | -68.3% | +58.7% | -6.7% |
| 1Y | -10.4% | -75.2% | +64.9% | -6.5% |
| 3Y | +25.8% | -81.1% | +107.0% | +28.4% |
| 5Y | -3.4% | -95.0% | +91.6% | +3.2% |
| All | +5.0% | -92.6% | +97.6% | +13.0% |
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