-17.5%
AMT vs HTZ
-92.5%
+75.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.4% | +5.7% | -2.3% |
| 7D | +0.5% | -14.6% | +15.1% | +1.1% |
| 30D | +13.6% | -20.8% | +34.4% | +14.6% |
| 3M | +11.5% | -18.8% | +30.3% | +11.8% |
| 6M | +6.9% | -74.7% | +81.6% | +12.7% |
| YTD | +10.8% | -68.1% | +78.9% | +14.8% |
| 1Y | +10.3% | -73.5% | +83.8% | +15.3% |
| 3Y | +12.4% | -81.8% | +94.2% | +16.9% |
| 5Y | -20.1% | -95.2% | +75.2% | -11.8% |
| All | -17.5% | -92.5% | +75.1% | -6.8% |
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 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