+121.8%
AMGN vs HTZ
-93.2%
+215.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.0% | +8.0% | +0.2% |
| 7D | +0.9% | -27.5% | +28.4% | +1.5% |
| 30D | +12.1% | -21.9% | +34.0% | +12.7% |
| 3M | +12.2% | -29.2% | +41.4% | +12.8% |
| 6M | +42.1% | -75.2% | +117.3% | +45.5% |
| YTD | +45.0% | -70.8% | +115.9% | +47.7% |
| 1Y | +47.7% | -76.1% | +123.8% | +50.8% |
| 3Y | +90.4% | -82.5% | +172.9% | +95.6% |
| 5Y | +154.9% | -94.1% | +249.0% | +168.3% |
| All | +121.8% | -93.2% | +215.0% | +131.6% |
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