+80.5%
AEP vs HTZ
-95.4%
+175.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -8.4% | +8.2% | 0.0% |
| 7D | -2.8% | -14.6% | +11.8% | -2.6% |
| 30D | +3.6% | -20.8% | +24.4% | +4.0% |
| 3M | +1.8% | -18.8% | +20.6% | +1.9% |
| 6M | -3.1% | -74.7% | +71.6% | -1.1% |
| YTD | +12.2% | -68.1% | +80.3% | +13.7% |
| 1Y | +9.1% | -73.5% | +82.6% | +11.0% |
| 3Y | +77.9% | -81.8% | +159.7% | +81.6% |
| All | +80.5% | -95.4% | +175.9% | +88.4% |
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