+151.8%
AMAT vs HTZ
-92.5%
+244.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -8.4% | +12.6% | +5.0% |
| 7D | -14.7% | -14.6% | -0.1% | -13.4% |
| 30D | -36.1% | -20.8% | -15.3% | -34.8% |
| 3M | -36.9% | -18.8% | -18.0% | -36.1% |
| 6M | -22.2% | -74.7% | +52.5% | -13.4% |
| YTD | +29.9% | -68.1% | +98.0% | +39.8% |
| 1Y | +43.3% | -73.5% | +116.7% | +56.7% |
| 3Y | +142.7% | -81.8% | +224.5% | +162.8% |
| 5Y | +126.2% | -95.2% | +221.4% | +201.2% |
| All | +151.8% | -92.5% | +244.4% | +231.1% |
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