-51.7%
ACHR vs HTZ
-92.6%
+40.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.6% | +8.9% | +8.5% |
| 7D | +15.3% | -16.4% | +31.8% | +19.2% |
| 30D | -3.0% | -15.1% | +12.1% | -0.7% |
| 3M | -14.0% | -28.2% | +14.2% | -10.5% |
| 6M | -25.8% | -73.1% | +47.3% | -5.4% |
| YTD | -36.0% | -68.3% | +32.3% | -24.1% |
| 1Y | -41.2% | -75.2% | +34.0% | -25.5% |
| 3Y | -8.6% | -81.1% | +72.6% | +2.5% |
| 5Y | -20.6% | -95.0% | +74.4% | +24.2% |
| All | -51.7% | -92.6% | +40.9% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling