+76.9%
AIG vs HTZ
-89.5%
+166.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | -0.9% | +7.5% | -8.4% | -1.4% |
| 30D | -4.9% | +47.4% | -52.3% | -7.6% |
| 3M | +4.5% | -54.9% | +59.4% | +8.2% |
| 6M | -1.4% | -47.0% | +45.6% | +0.3% |
| YTD | -9.8% | -55.3% | +45.5% | -7.3% |
| 1Y | -4.5% | -57.6% | +53.1% | -2.4% |
| 3Y | +37.4% | -86.6% | +124.1% | +54.9% |
| 5Y | +55.0% | -86.1% | +141.1% | +63.6% |
| All | +76.9% | -89.5% | +166.4% | +105.2% |
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