-91.6%
HTZ vs ABCL
-45.4%
-46.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.8% | +8.4% | +9.0% |
| 7D | +18.9% | -10.0% | +28.9% | +21.1% |
| 30D | +26.3% | -10.9% | +37.1% | +28.2% |
| 3M | +49.7% | +101.6% | -52.0% | +25.7% |
| 6M | -61.1% | +167.5% | -228.6% | -70.6% |
| YTD | -56.0% | +259.1% | -315.1% | -69.6% |
| 1Y | -66.4% | +152.2% | -218.6% | -74.9% |
| 3Y | -75.8% | +161.3% | -237.1% | -83.6% |
| 5Y | -93.1% | -29.3% | -63.8% | -94.7% |
| All | -91.6% | -45.4% | -46.2% | -92.7% |
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