-93.4%
HTZ vs ACGL
+197.2%
-290.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.1% | -20.7% | -20.8% |
| 7D | -7.7% | +6.4% | -14.1% | -9.6% |
| 30D | -13.1% | +16.6% | -29.7% | -17.7% |
| 3M | +14.7% | +11.6% | +3.2% | +10.1% |
| 6M | -70.6% | +17.5% | -88.1% | -72.8% |
| YTD | -65.2% | +15.3% | -80.4% | -67.6% |
| 1Y | -73.2% | +26.3% | -99.5% | -76.1% |
| 3Y | -80.8% | +35.9% | -116.7% | -83.7% |
| 5Y | -94.8% | +168.2% | -263.0% | -97.6% |
| All | -93.4% | +197.2% | -290.5% | -97.3% |
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