+40.9%
AMGN vs HTZ
-73.5%
+114.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.4% | +8.4% | +0.2% |
| 7D | -1.2% | -14.6% | +13.4% | -0.7% |
| 30D | +11.5% | -20.8% | +32.2% | +12.0% |
| 3M | +14.4% | -18.8% | +33.2% | +15.3% |
| 6M | +40.9% | -74.7% | +115.6% | +43.1% |
| All | +40.9% | -73.5% | +114.4% | +43.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling