-91.6%
HTZ vs ACGL
+197.5%
-289.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.7% | +6.5% | +8.3% |
| 7D | +18.9% | +8.0% | +11.0% | +15.9% |
| 30D | +26.3% | +17.3% | +9.0% | +19.3% |
| 3M | +49.7% | +11.2% | +38.5% | +43.8% |
| 6M | -61.1% | +18.2% | -79.3% | -64.1% |
| YTD | -56.0% | +15.4% | -71.4% | -59.1% |
| 1Y | -66.4% | +26.5% | -93.0% | -70.1% |
| 3Y | -75.8% | +36.1% | -111.8% | -79.4% |
| 5Y | -93.1% | +175.9% | -269.0% | -96.9% |
| All | -91.6% | +197.5% | -289.1% | -96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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