-53.0%
AUR vs HTZ
-92.6%
+39.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.6% | +6.1% | +5.6% |
| 7D | +9.9% | -16.4% | +26.3% | +13.1% |
| 30D | -20.2% | -15.1% | -5.1% | -18.5% |
| 3M | -34.1% | -28.2% | -5.9% | -31.3% |
| 6M | -34.3% | -73.1% | +38.7% | -17.4% |
| YTD | +21.1% | -68.3% | +89.4% | +43.7% |
| 1Y | +7.6% | -75.2% | +82.9% | +35.2% |
| 3Y | +159.8% | -81.1% | +240.9% | +200.7% |
| 5Y | -53.9% | -95.0% | +41.1% | -25.8% |
| All | -53.0% | -92.6% | +39.6% | -24.4% |
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