+107.5%
AXP vs HTZ
-91.9%
+199.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -20.8% | +18.5% | -0.4% |
| 7D | +0.4% | -7.7% | +8.1% | +0.9% |
| 30D | +7.0% | -13.1% | +20.1% | +8.0% |
| 3M | -6.6% | +14.7% | -21.3% | -9.1% |
| 6M | +3.5% | -70.6% | +74.1% | +12.6% |
| YTD | -11.2% | -65.2% | +54.0% | -5.8% |
| 1Y | -10.2% | -73.2% | +63.0% | -2.5% |
| 3Y | +120.0% | -80.8% | +200.9% | +133.1% |
| 5Y | +95.6% | -94.8% | +190.4% | +134.6% |
| All | +107.5% | -91.9% | +199.4% | +147.6% |
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