-57.4%
AUR vs HTZ
-93.2%
+35.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.6% |
| 7D | -4.5% | -8.5% | +4.0% | -2.7% |
| 30D | -16.6% | -18.9% | +2.3% | -14.1% |
| 3M | -38.5% | -36.0% | -2.4% | -33.4% |
| 6M | -49.9% | -74.6% | +24.7% | -36.2% |
| YTD | +9.6% | -70.8% | +80.5% | +32.3% |
| 1Y | +1.2% | -75.3% | +76.5% | +26.9% |
| 3Y | +128.8% | -81.6% | +210.4% | +163.5% |
| 5Y | -57.9% | -94.4% | +36.5% | -31.4% |
| All | -57.4% | -93.2% | +35.8% | -30.3% |
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