-0.5%
AGG vs HTZ
-89.5%
+89.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | 0.0% |
| 7D | -0.2% | +7.5% | -7.6% | -0.2% |
| 30D | -0.4% | +47.4% | -47.8% | -0.7% |
| 3M | -0.7% | -54.9% | +54.2% | -0.3% |
| 6M | -1.5% | -47.0% | +45.5% | -1.3% |
| YTD | -0.3% | -55.3% | +55.0% | +0.1% |
| 1Y | +1.3% | -57.6% | +59.0% | +1.6% |
| 3Y | +13.2% | -86.6% | +99.8% | +14.2% |
| 5Y | -1.4% | -86.1% | +84.7% | +0.5% |
| All | -0.5% | -89.5% | +89.0% | +0.8% |
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 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