+13.6%
AGG vs HTZ
-82.4%
+96.0%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | -1.5% | -8.5% | +7.0% | -1.5% |
| 30D | +0.6% | -18.9% | +19.6% | +0.7% |
| 3M | -1.6% | -36.0% | +34.4% | -1.4% |
| 6M | -1.6% | -74.6% | +73.0% | -1.0% |
| YTD | -1.5% | -70.8% | +69.3% | -1.0% |
| 1Y | -1.1% | -75.3% | +74.2% | -0.5% |
| 3Y | +13.6% | -81.6% | +95.2% | +15.8% |
| All | +13.6% | -82.4% | +96.0% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling