-11.3%
AG vs HTZ
-93.2%
+81.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.6% | +0.2% | -2.2% |
| 7D | -10.0% | -8.5% | -1.4% | -9.2% |
| 30D | -10.5% | -18.9% | +8.4% | -9.0% |
| 3M | -27.3% | -36.0% | +8.8% | -24.6% |
| 6M | -43.0% | -74.6% | +31.6% | -37.0% |
| YTD | -17.9% | -70.8% | +52.9% | -11.0% |
| 1Y | +11.9% | -75.3% | +87.2% | +22.9% |
| 3Y | +201.8% | -81.6% | +283.4% | +221.3% |
| 5Y | -0.1% | -94.4% | +94.4% | +20.1% |
| All | -11.3% | -93.2% | +81.8% | +7.4% |
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 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