+81.7%
AIG vs HTZ
-92.5%
+174.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.4% | +4.5% | -3.5% |
| 7D | -5.1% | -14.6% | +9.5% | -4.4% |
| 30D | +2.8% | -20.8% | +23.5% | +3.8% |
| 3M | -2.1% | -18.8% | +16.7% | -1.8% |
| 6M | +1.4% | -74.7% | +76.1% | +8.2% |
| YTD | -7.4% | -68.1% | +60.7% | -3.4% |
| 1Y | +4.4% | -73.5% | +77.9% | +10.2% |
| 3Y | +30.0% | -81.8% | +111.8% | +35.0% |
| 5Y | +47.9% | -95.2% | +143.1% | +75.0% |
| All | +81.7% | -92.5% | +174.2% | +113.9% |
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