+694.8%
ATI vs HTZ
-91.9%
+786.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -20.8% | +14.8% | -3.9% |
| 7D | -3.8% | -7.7% | +3.9% | -3.2% |
| 30D | -13.5% | -13.1% | -0.4% | -12.6% |
| 3M | -17.9% | +14.7% | -32.7% | -20.2% |
| 6M | +8.4% | -70.6% | +79.0% | +18.4% |
| YTD | +46.7% | -65.2% | +111.9% | +56.7% |
| 1Y | +74.5% | -73.2% | +147.6% | +90.4% |
| 3Y | +303.7% | -80.8% | +384.5% | +334.2% |
| 5Y | +848.9% | -94.8% | +943.7% | +1,090.9% |
| All | +694.8% | -91.9% | +786.7% | +902.2% |
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