-1.6%
AGG vs HTZ
-93.0%
+91.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | -0.6% |
| 7D | -1.4% | -14.0% | +12.5% | -1.4% |
| 30D | +0.9% | -19.8% | +20.7% | +1.0% |
| 3M | -1.2% | -45.0% | +43.8% | -0.9% |
| 6M | -1.4% | -73.2% | +71.8% | -0.7% |
| YTD | -1.4% | -70.0% | +68.7% | -0.8% |
| 1Y | -1.3% | -75.7% | +74.4% | -0.6% |
| 3Y | +13.8% | -82.1% | +95.8% | +14.3% |
| 5Y | -1.6% | -94.3% | +92.7% | -0.5% |
| All | -1.6% | -93.0% | +91.4% | -0.1% |
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