-0.4%
AFRM vs HTZ
-92.5%
+92.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.4% | +6.2% | +0.2% |
| 7D | -7.3% | -14.6% | +7.3% | -3.5% |
| 30D | -9.6% | -20.8% | +11.2% | -4.2% |
| 3M | -11.1% | -18.8% | +7.8% | -9.4% |
| 6M | +3.9% | -74.7% | +78.5% | +41.5% |
| YTD | -8.5% | -68.1% | +59.6% | +10.5% |
| 1Y | +3.3% | -73.5% | +76.7% | +33.2% |
| 3Y | +213.7% | -81.8% | +295.5% | +262.3% |
| 5Y | -58.5% | -95.2% | +36.7% | +12.8% |
| All | -0.4% | -92.5% | +92.2% | +96.9% |
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