-17.4%
AMT vs HTZ
-92.6%
+75.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | +0.4% | -16.4% | +16.8% | +1.1% |
| 30D | +3.7% | -15.1% | +18.8% | +4.2% |
| 3M | +10.7% | -28.2% | +38.9% | +11.8% |
| 6M | +9.3% | -73.1% | +82.3% | +14.7% |
| YTD | +10.9% | -68.3% | +79.2% | +15.0% |
| 1Y | +10.5% | -75.2% | +85.8% | +15.9% |
| 3Y | +15.5% | -81.1% | +96.7% | +19.7% |
| 5Y | -20.6% | -95.0% | +74.4% | -12.2% |
| All | -17.4% | -92.6% | +75.2% | -6.7% |
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 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