+42.3%
AA vs HTZ
-89.5%
+131.8%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | -0.7% | +7.5% | -8.2% | -2.0% |
| 30D | +5.0% | +47.4% | -42.5% | -3.7% |
| 3M | -35.8% | -54.9% | +19.1% | -29.0% |
| 6M | -18.4% | -47.0% | +28.6% | -13.7% |
| YTD | -5.5% | -55.3% | +49.8% | +2.9% |
| 1Y | +61.0% | -57.6% | +118.6% | +72.5% |
| 3Y | +66.2% | -86.6% | +152.8% | +114.6% |
| 5Y | +11.4% | -86.1% | +97.5% | +42.2% |
| All | +42.3% | -89.5% | +131.8% | +97.1% |
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