-55.4%
AUR vs HTZ
-92.5%
+37.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -8.4% | +17.8% | +11.3% |
| 7D | +1.1% | -14.6% | +15.7% | +3.5% |
| 30D | -22.9% | -20.8% | -2.1% | -20.0% |
| 3M | -35.0% | -18.8% | -16.1% | -34.1% |
| 6M | -39.3% | -74.7% | +35.4% | -22.5% |
| YTD | +14.8% | -68.1% | +82.9% | +36.1% |
| 1Y | +4.3% | -73.5% | +77.7% | +28.7% |
| 3Y | +125.0% | -81.8% | +206.8% | +164.7% |
| 5Y | -55.9% | -95.2% | +39.4% | -29.1% |
| All | -55.4% | -92.5% | +37.1% | -28.4% |
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 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