+333.4%
AMD vs HTZ
-91.9%
+425.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -20.8% | +3.5% | -14.5% |
| 7D | -28.6% | -7.7% | -20.9% | -27.7% |
| 30D | -37.7% | -13.1% | -24.6% | -36.6% |
| 3M | -16.1% | +14.7% | -30.9% | -18.6% |
| 6M | +13.8% | -70.6% | +84.4% | +28.5% |
| YTD | +88.8% | -65.2% | +154.0% | +105.9% |
| 1Y | +57.8% | -73.2% | +130.9% | +77.4% |
| 3Y | +260.3% | -80.8% | +341.1% | +294.7% |
| 5Y | +196.6% | -94.8% | +291.4% | +322.7% |
| All | +333.4% | -91.9% | +425.3% | +530.4% |
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