+84.6%
AMGN vs HTZ
-82.6%
+167.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.2% |
| 7D | -1.2% | -14.6% | +13.4% | -0.9% |
| 30D | +11.5% | -20.8% | +32.2% | +11.8% |
| 3M | +14.4% | -18.8% | +33.2% | +14.7% |
| 6M | +40.9% | -74.7% | +115.6% | +43.2% |
| YTD | +43.5% | -68.1% | +111.6% | +45.3% |
| 1Y | +49.9% | -73.5% | +123.4% | +51.9% |
| 3Y | +84.6% | -81.8% | +166.4% | +93.3% |
| All | +84.6% | -82.6% | +167.2% | +93.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling