-4.5%
ABT vs HTZ
-94.3%
+89.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.0% | +7.9% | +0.3% |
| 7D | +1.0% | -27.5% | +28.5% | +2.5% |
| 30D | +11.6% | -21.9% | +33.5% | +12.7% |
| 3M | +2.3% | -29.2% | +31.6% | +3.5% |
| 6M | +32.7% | -75.2% | +108.0% | +40.3% |
| YTD | -9.6% | -70.8% | +61.2% | -6.0% |
| 1Y | -10.1% | -76.1% | +66.0% | -5.5% |
| 3Y | +25.2% | -82.5% | +107.7% | +29.7% |
| 5Y | -4.5% | -94.1% | +89.6% | +8.8% |
| All | -4.5% | -94.3% | +89.8% | +8.8% |
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