-0.6%
AGG vs HTZ
-90.1%
+89.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.0% | +4.9% | -0.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.1% |
| 30D | -0.4% | -3.7% | +3.4% | -0.4% |
| 3M | -0.3% | -57.0% | +56.7% | +0.2% |
| 6M | -1.2% | -47.0% | +45.7% | -1.0% |
| YTD | -0.4% | -57.5% | +57.1% | 0.0% |
| 1Y | +0.4% | -63.5% | +63.9% | +0.8% |
| 3Y | +13.4% | -86.3% | +99.8% | +14.4% |
| 5Y | -1.4% | -86.8% | +85.3% | +0.5% |
| All | -0.6% | -90.1% | +89.5% | +0.7% |
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 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