-1.5%
AG vs HTZ
-92.5%
+91.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.4% | +10.2% | +2.6% |
| 7D | +6.3% | -14.6% | +20.9% | +7.7% |
| 30D | -8.9% | -20.8% | +11.8% | -7.3% |
| 3M | -12.2% | -18.8% | +6.6% | -11.3% |
| 6M | -28.3% | -74.7% | +46.4% | -20.8% |
| YTD | -8.8% | -68.1% | +59.3% | -1.9% |
| 1Y | +39.4% | -73.5% | +112.8% | +51.9% |
| 3Y | +229.4% | -81.8% | +311.2% | +252.4% |
| 5Y | +14.5% | -95.2% | +109.8% | +37.6% |
| All | -1.5% | -92.5% | +91.0% | +18.3% |
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 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