+381.2%
AMD vs HTZ
-92.5%
+473.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -8.4% | +19.4% | +12.1% |
| 7D | -11.0% | -14.6% | +3.5% | -9.1% |
| 30D | -30.5% | -20.8% | -9.7% | -28.4% |
| 3M | -8.2% | -18.8% | +10.6% | -6.8% |
| 6M | +6.6% | -74.7% | +81.3% | +22.3% |
| YTD | +109.7% | -68.1% | +177.8% | +130.9% |
| 1Y | +88.9% | -73.5% | +162.4% | +112.3% |
| 3Y | +301.8% | -81.8% | +383.6% | +339.7% |
| 5Y | +229.4% | -95.2% | +324.6% | +373.9% |
| All | +381.2% | -92.5% | +473.8% | +606.8% |
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 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