-0.6%
AGG vs HTZ
-92.5%
+91.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.3% | 0.0% |
| 7D | +0.2% | -14.6% | +14.8% | +0.3% |
| 30D | +2.4% | -20.8% | +23.1% | +2.5% |
| 3M | -0.2% | -18.8% | +18.6% | -0.2% |
| 6M | -1.0% | -74.7% | +73.7% | -0.2% |
| YTD | -0.4% | -68.1% | +67.7% | +0.1% |
| 1Y | -0.1% | -73.5% | +73.4% | +0.6% |
| 3Y | +15.3% | -81.8% | +97.1% | +15.8% |
| 5Y | -1.3% | -95.2% | +93.9% | -0.3% |
| All | -0.6% | -92.5% | +91.9% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling