-4.6%
ACN vs HTZ
-92.5%
+87.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.4% | +6.6% | -1.3% |
| 7D | +0.9% | -14.6% | +15.5% | +1.6% |
| 30D | +33.5% | -20.8% | +54.3% | +34.9% |
| 3M | +53.5% | -18.8% | +72.3% | +54.2% |
| 6M | +52.2% | -74.7% | +126.9% | +61.6% |
| YTD | -0.1% | -68.1% | +68.0% | +3.8% |
| 1Y | +11.0% | -73.5% | +84.5% | +16.6% |
| 3Y | -11.8% | -81.8% | +70.0% | -8.4% |
| 5Y | -22.8% | -95.2% | +72.4% | -12.5% |
| All | -4.6% | -92.5% | +87.9% | +9.6% |
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