-86.5%
HTZ vs ACM
-21.7%
-64.9%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +7.5% | -3.7% | +11.2% | +9.2% |
| 30D | +47.4% | -11.1% | +58.5% | +54.6% |
| 3M | -54.9% | -8.0% | -46.9% | -54.4% |
| 6M | -47.0% | -29.7% | -17.3% | -34.7% |
| YTD | -55.3% | -29.4% | -25.9% | -45.9% |
| 1Y | -57.6% | -46.4% | -11.2% | -36.3% |
| All | -86.5% | -21.7% | -64.9% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling