-39.1%
ALB vs HTZ
-91.9%
+52.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -20.8% | +24.4% | +7.0% |
| 7D | +5.5% | -7.7% | +13.2% | +6.2% |
| 30D | -7.5% | -13.1% | +5.6% | -6.3% |
| 3M | -16.9% | +14.7% | -31.7% | -21.4% |
| 6M | -49.2% | -70.6% | +21.4% | -40.7% |
| YTD | -29.9% | -65.2% | +35.3% | -22.0% |
| 1Y | +8.2% | -73.2% | +81.4% | +25.6% |
| 3Y | -19.4% | -80.8% | +61.4% | -9.7% |
| 5Y | -61.6% | -94.8% | +33.2% | -44.7% |
| All | -39.1% | -91.9% | +52.8% | -12.8% |
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 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