-34.3%
AUR vs HTZ
-90.6%
+56.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +1.1% |
| 7D | +11.1% | -10.4% | +21.5% | +13.8% |
| 30D | -6.9% | -2.4% | -4.5% | -7.6% |
| 3M | +5.5% | -60.9% | +66.4% | +24.0% |
| 6M | +41.0% | -50.2% | +91.2% | +53.5% |
| YTD | +69.3% | -59.7% | +129.0% | +93.9% |
| 1Y | +14.0% | -66.0% | +80.0% | +31.3% |
| 3Y | +90.1% | -87.1% | +177.1% | +170.0% |
| 5Y | -34.4% | -86.9% | +52.5% | +1.9% |
| All | -34.3% | -90.6% | +56.3% | +2.1% |
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 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