-41.2%
ALB vs HTZ
-93.2%
+51.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -8.0% | +3.7% | -2.9% |
| 7D | +5.3% | -27.5% | +32.8% | +10.2% |
| 30D | -6.3% | -21.9% | +15.6% | -3.4% |
| 3M | -27.4% | -29.2% | +1.8% | -25.0% |
| 6M | -53.1% | -75.2% | +22.1% | -43.7% |
| YTD | -32.3% | -70.8% | +38.5% | -22.5% |
| 1Y | -7.3% | -76.1% | +68.8% | +9.6% |
| 3Y | -14.9% | -82.5% | +67.6% | -4.4% |
| 5Y | -62.0% | -94.1% | +32.1% | -45.5% |
| All | -41.2% | -93.2% | +51.9% | -13.4% |
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