+301.0%
AEM vs HTZ
-95.4%
+396.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.4% | +9.7% | +1.8% |
| 7D | +15.8% | -14.6% | +30.4% | +16.6% |
| 30D | +6.2% | -20.8% | +27.0% | +7.2% |
| 3M | +14.3% | -18.8% | +33.1% | +14.9% |
| 6M | +1.4% | -74.7% | +76.1% | +6.7% |
| YTD | +13.7% | -68.1% | +81.8% | +18.3% |
| 1Y | +21.3% | -73.5% | +94.8% | +26.8% |
| 3Y | +309.9% | -81.8% | +391.7% | +328.8% |
| All | +301.0% | -95.4% | +396.4% | +328.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling