+67.2%
AG vs HTZ
-85.9%
+153.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.1% |
| 7D | +1.0% | +7.5% | -6.5% | +0.3% |
| 30D | +19.2% | +47.4% | -28.3% | +14.0% |
| 3M | +6.2% | -54.9% | +61.1% | +11.6% |
| 6M | -26.7% | -47.0% | +20.3% | -24.2% |
| YTD | +26.1% | -55.3% | +81.4% | +32.0% |
| 1Y | +131.7% | -57.6% | +189.3% | +141.2% |
| 3Y | +255.3% | -86.6% | +341.9% | +307.6% |
| All | +67.2% | -85.9% | +153.0% | +94.7% |
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