-14.8%
AMT vs HTZ
-89.7%
+74.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.2% | -5.1% | +3.6% |
| 7D | +6.0% | +18.9% | -12.9% | +5.2% |
| 30D | +20.1% | +26.3% | -6.2% | +18.6% |
| 3M | +12.4% | +49.7% | -37.3% | +9.4% |
| 6M | +9.9% | -61.1% | +71.0% | +13.6% |
| YTD | +14.4% | -56.0% | +70.4% | +16.9% |
| 1Y | +12.4% | -66.4% | +78.9% | +16.4% |
| 3Y | +13.7% | -75.8% | +89.4% | +17.0% |
| 5Y | -17.8% | -93.1% | +75.2% | -10.4% |
| All | -14.8% | -89.7% | +74.9% | -5.1% |
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