-16.2%
AMT vs HTZ
-93.2%
+77.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.1% |
| 7D | +1.5% | -8.5% | +10.0% | +1.9% |
| 30D | +6.8% | -18.9% | +25.7% | +7.6% |
| 3M | +11.2% | -36.0% | +47.2% | +13.1% |
| 6M | +12.5% | -74.6% | +87.1% | +18.4% |
| YTD | +12.5% | -70.8% | +83.3% | +17.0% |
| 1Y | +10.1% | -75.3% | +85.4% | +15.4% |
| 3Y | +16.0% | -81.6% | +97.6% | +19.9% |
| 5Y | -17.2% | -94.4% | +77.3% | -7.8% |
| All | -16.2% | -93.2% | +77.0% | -5.0% |
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