+325.7%
AEM vs HTZ
-82.6%
+408.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.0% | +2.8% | -4.7% |
| 7D | +13.9% | -27.5% | +41.4% | +15.5% |
| 30D | +0.8% | -21.9% | +22.6% | +1.7% |
| 3M | +5.8% | -29.2% | +35.0% | +7.1% |
| 6M | -1.0% | -75.2% | +74.2% | +3.6% |
| YTD | +13.1% | -70.8% | +83.9% | +17.6% |
| 1Y | +14.4% | -76.1% | +90.5% | +19.3% |
| 3Y | +325.7% | -82.5% | +408.2% | +368.3% |
| All | +325.7% | -82.6% | +408.3% | +368.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling