+2.3%
ABT vs HTZ
-89.5%
+91.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -3.7% | +7.5% | -11.2% | -4.0% |
| 30D | +2.5% | +47.4% | -45.0% | +0.4% |
| 3M | +20.2% | -54.9% | +75.1% | +23.2% |
| 6M | -2.9% | -47.0% | +44.1% | -1.9% |
| YTD | -11.9% | -55.3% | +43.3% | -10.3% |
| 1Y | -16.5% | -57.6% | +41.1% | -15.3% |
| 3Y | +12.1% | -86.6% | +98.7% | +19.2% |
| 5Y | -7.4% | -86.1% | +78.7% | -2.2% |
| All | +2.3% | -89.5% | +91.8% | +8.7% |
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