+4.4%
ABT vs HTZ
-92.5%
+97.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.4% | +5.1% | -2.9% |
| 7D | +3.5% | -14.6% | +18.1% | +4.1% |
| 30D | +12.0% | -20.8% | +32.8% | +13.0% |
| 3M | +2.5% | -18.8% | +21.3% | +2.9% |
| 6M | +29.1% | -74.7% | +103.8% | +35.4% |
| YTD | -10.1% | -68.1% | +58.0% | -7.3% |
| 1Y | -9.8% | -73.5% | +63.7% | -6.2% |
| 3Y | +23.3% | -81.8% | +105.1% | +26.2% |
| 5Y | -2.4% | -95.2% | +92.9% | +4.2% |
| All | +4.4% | -92.5% | +97.0% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling