+75.0%
AXON vs HTZ
-92.6%
+167.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.1% |
| 7D | -28.7% | -16.4% | -12.3% | -28.0% |
| 30D | -28.3% | -15.1% | -13.2% | -27.7% |
| 3M | -46.9% | -28.2% | -18.7% | -46.3% |
| 6M | -24.9% | -73.1% | +48.2% | -20.2% |
| YTD | -46.6% | -68.3% | +21.7% | -44.5% |
| 1Y | -49.7% | -75.2% | +25.5% | -46.8% |
| 3Y | +40.6% | -81.1% | +121.7% | +44.4% |
| 5Y | +71.9% | -95.0% | +166.9% | +99.4% |
| All | +75.0% | -92.6% | +167.6% | +103.6% |
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