-16.8%
AMT vs HTZ
-93.2%
+76.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.0% | +8.7% | +1.1% |
| 7D | +1.6% | -27.5% | +29.2% | +3.0% |
| 30D | +4.5% | -21.9% | +26.3% | +5.4% |
| 3M | +13.8% | -29.2% | +43.0% | +14.9% |
| 6M | +10.0% | -75.2% | +85.3% | +16.0% |
| YTD | +11.8% | -70.8% | +82.6% | +16.2% |
| 1Y | +10.2% | -76.1% | +86.4% | +15.8% |
| 3Y | +15.1% | -82.5% | +97.7% | +19.7% |
| 5Y | -18.8% | -94.1% | +75.3% | -9.6% |
| All | -16.8% | -93.2% | +76.4% | -5.6% |
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