-57.6%
HTZ vs ACM
-45.8%
-11.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +7.5% | -3.7% | +11.2% | +7.5% |
| 30D | +47.4% | -11.1% | +58.5% | +51.3% |
| 3M | -54.9% | -8.0% | -46.9% | -54.2% |
| 6M | -47.0% | -29.7% | -17.3% | -39.3% |
| YTD | -55.3% | -29.4% | -25.9% | -49.1% |
| 1Y | -57.6% | -46.4% | -11.2% | -47.1% |
| All | -57.6% | -45.8% | -11.9% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling