+423.8%
AMD vs HTZ
-89.7%
+513.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.2% | -8.2% | -0.1% |
| 7D | -15.5% | +18.9% | -34.4% | -17.3% |
| 30D | -22.6% | +26.3% | -48.9% | -25.1% |
| 3M | -5.7% | +49.7% | -55.4% | -11.9% |
| 6M | +43.1% | -61.1% | +104.2% | +55.5% |
| YTD | +128.2% | -56.0% | +184.3% | +141.0% |
| 1Y | +95.5% | -66.4% | +161.9% | +113.0% |
| 3Y | +335.4% | -75.8% | +411.2% | +361.8% |
| 5Y | +255.5% | -93.1% | +348.5% | +388.8% |
| All | +423.8% | -89.7% | +513.6% | +637.7% |
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