+92.9%
AIG vs HTZ
-93.0%
+185.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.1% | +5.8% | 0.0% |
| 7D | +2.0% | -14.0% | +16.0% | +2.8% |
| 30D | +6.3% | -19.8% | +26.1% | +7.3% |
| 3M | +9.2% | -45.0% | +54.2% | +12.2% |
| 6M | +9.5% | -73.2% | +82.7% | +16.3% |
| YTD | -1.6% | -70.0% | +68.4% | +2.9% |
| 1Y | +8.5% | -75.7% | +84.2% | +15.0% |
| 3Y | +38.3% | -82.1% | +120.4% | +42.9% |
| 5Y | +59.0% | -94.3% | +153.3% | +86.3% |
| All | +92.9% | -93.0% | +185.9% | +127.8% |
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 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