-91.5%
HTZ vs ACM
+9.5%
-101.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +7.5% | -3.7% | +11.2% | +9.9% |
| 30D | +47.4% | -11.1% | +58.5% | +55.4% |
| 3M | -54.9% | -8.0% | -46.9% | -54.5% |
| 6M | -47.0% | -29.7% | -17.3% | -34.0% |
| YTD | -55.3% | -29.4% | -25.9% | -45.4% |
| 1Y | -57.6% | -46.4% | -11.2% | -35.4% |
| 3Y | -86.6% | -22.3% | -64.3% | -85.5% |
| 5Y | -86.1% | +4.5% | -90.6% | -88.0% |
| All | -91.5% | +9.5% | -101.0% | -93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling