-93.4%
HTZ vs ABCL
-50.6%
-42.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -9.4% | -11.4% | -18.9% |
| 7D | -7.7% | -14.9% | +7.2% | -4.6% |
| 30D | -13.1% | -15.4% | +2.3% | -10.4% |
| 3M | +14.7% | +88.0% | -73.3% | -1.9% |
| 6M | -70.6% | +138.8% | -209.4% | -77.2% |
| YTD | -65.2% | +225.4% | -290.6% | -75.3% |
| 1Y | -73.2% | +137.3% | -210.5% | -79.6% |
| 3Y | -80.8% | +136.8% | -217.6% | -86.7% |
| 5Y | -94.8% | -26.2% | -68.6% | -96.0% |
| All | -93.4% | -50.6% | -42.8% | -94.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling