-57.6%
HTZ vs ABCL
+186.8%
-244.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.4% |
| 7D | +7.5% | +0.7% | +6.8% | +7.4% |
| 30D | +47.4% | +93.1% | -45.6% | +41.2% |
| 3M | -54.9% | +79.4% | -134.3% | -56.6% |
| 6M | -47.0% | +214.9% | -261.9% | -52.5% |
| YTD | -55.3% | +234.2% | -289.5% | -60.3% |
| 1Y | -57.6% | +174.8% | -232.4% | -63.8% |
| All | -57.6% | +186.8% | -244.5% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling