-91.5%
HTZ vs ABCL
-49.2%
-42.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.4% |
| 3M | -54.9% | +79.4% | -134.3% | -61.8% |
| 6M | -47.0% | +214.9% | -261.9% | -61.3% |
| YTD | -55.3% | +234.2% | -289.5% | -68.2% |
| 1Y | -57.6% | +174.8% | -232.4% | -69.4% |
| 3Y | -86.6% | +104.5% | -191.1% | -90.4% |
| 5Y | -86.1% | -39.0% | -47.1% | -89.0% |
| All | -91.5% | -49.2% | -42.3% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling