+249.6%
ALAB vs HTZ
-77.2%
+326.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.6% | +14.3% | +13.8% |
| 7D | -5.6% | -16.4% | +10.8% | -4.0% |
| 30D | -36.6% | -15.1% | -21.5% | -35.7% |
| 3M | -35.1% | -28.2% | -6.9% | -33.7% |
| 6M | +8.5% | -73.1% | +81.6% | +15.9% |
| YTD | +30.4% | -68.3% | +98.6% | +36.7% |
| 1Y | +31.0% | -75.2% | +106.3% | +39.1% |
| All | +249.6% | -77.2% | +326.8% | +259.4% |
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