-91.5%
HTZ vs ACGL
+163.6%
-255.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.9% |
| 7D | +7.5% | -0.7% | +8.2% | +7.7% |
| 30D | +47.4% | -1.0% | +48.4% | +47.6% |
| 3M | -54.9% | +11.0% | -66.0% | -57.5% |
| 6M | -47.0% | -0.3% | -46.7% | -47.7% |
| YTD | -55.3% | +2.3% | -57.5% | -56.6% |
| 1Y | -57.6% | +6.4% | -64.0% | -59.8% |
| 3Y | -86.6% | +34.0% | -120.6% | -89.0% |
| 5Y | -86.1% | +161.6% | -247.8% | -94.0% |
| All | -91.5% | +163.6% | -255.1% | -96.3% |
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