+73.3%
AIG vs HTZ
-90.1%
+163.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -1.7% |
| 7D | -1.6% | -2.5% | +0.9% | -1.5% |
| 30D | -5.2% | -3.7% | -1.5% | -5.3% |
| 3M | +1.5% | -57.0% | +58.4% | +5.3% |
| 6M | -3.9% | -47.0% | +43.0% | -2.3% |
| YTD | -11.6% | -57.5% | +45.9% | -8.9% |
| 1Y | -2.9% | -63.5% | +60.5% | +0.3% |
| 3Y | +33.7% | -86.3% | +120.1% | +49.5% |
| 5Y | +52.7% | -86.8% | +139.4% | +61.5% |
| All | +73.3% | -90.1% | +163.4% | +101.6% |
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