-93.1%
HTZ vs ACM
+5.1%
-98.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.9% | +6.2% | +7.4% |
| 7D | +18.9% | +9.5% | +9.4% | +12.6% |
| 30D | +26.3% | +14.7% | +11.5% | +16.2% |
| 3M | +49.7% | -9.5% | +59.2% | +56.3% |
| 6M | -61.1% | -18.0% | -43.1% | -56.9% |
| YTD | -56.0% | -27.3% | -28.8% | -47.0% |
| 1Y | -66.4% | -47.0% | -19.4% | -46.8% |
| 3Y | -75.8% | -10.6% | -65.2% | -77.1% |
| 5Y | -93.1% | +5.3% | -98.4% | -94.6% |
| All | -93.1% | +5.1% | -98.1% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling