-86.5%
HTZ vs ABCL
+104.5%
-191.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +7.5% | +0.7% | +6.8% | +7.3% |
| 30D | +47.4% | +93.1% | -45.6% | +25.6% |
| 3M | -54.9% | +79.4% | -134.3% | -62.1% |
| 6M | -47.0% | +214.9% | -261.9% | -62.3% |
| YTD | -55.3% | +234.2% | -289.5% | -69.3% |
| 1Y | -57.6% | +174.8% | -232.4% | -70.6% |
| All | -86.5% | +104.5% | -191.0% | -91.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling