+117.1%
AMAT vs HTZ
-94.7%
+211.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -20.8% | +7.2% | -11.5% |
| 7D | -24.3% | -7.7% | -16.6% | -23.6% |
| 30D | -39.8% | -13.1% | -26.7% | -39.0% |
| 3M | -40.2% | +14.7% | -54.9% | -41.7% |
| 6M | -22.1% | -70.6% | +48.5% | -14.1% |
| YTD | +24.7% | -65.2% | +89.8% | +33.5% |
| 1Y | +33.3% | -73.2% | +106.4% | +46.4% |
| 3Y | +133.9% | -80.8% | +214.7% | +159.6% |
| 5Y | +117.1% | -94.8% | +211.9% | +218.3% |
| All | +117.1% | -94.7% | +211.8% | +218.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling