+119.6%
AMGN vs HTZ
-92.5%
+212.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.9% |
| 3M | +14.4% | -18.8% | +33.2% | +14.7% |
| 6M | +40.9% | -74.7% | +115.6% | +44.2% |
| YTD | +43.5% | -68.1% | +111.6% | +45.9% |
| 1Y | +49.9% | -73.5% | +123.4% | +52.8% |
| 3Y | +84.6% | -81.8% | +166.4% | +89.7% |
| 5Y | +151.6% | -95.2% | +246.9% | +163.8% |
| All | +119.6% | -92.5% | +212.1% | +128.8% |
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 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