+9.7%
AA vs HTZ
-91.9%
+101.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -20.8% | +15.5% | -1.7% |
| 7D | -3.7% | -7.7% | +4.0% | -2.7% |
| 30D | -10.8% | -13.1% | +2.3% | -9.3% |
| 3M | -19.1% | +14.7% | -33.8% | -23.3% |
| 6M | -38.7% | -70.6% | +31.9% | -27.7% |
| YTD | -27.1% | -65.2% | +38.0% | -18.1% |
| 1Y | +8.3% | -73.2% | +81.5% | +27.2% |
| 3Y | +49.6% | -80.8% | +130.4% | +67.5% |
| 5Y | -15.5% | -94.8% | +79.3% | +20.9% |
| All | +9.7% | -91.9% | +101.5% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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