-94.4%
HTZ vs AEE
+65.6%
-160.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -0.3% | -7.7% | -7.9% |
| 7D | -27.5% | +3.0% | -30.5% | -28.3% |
| 30D | -21.9% | +11.2% | -33.1% | -25.0% |
| 3M | -29.2% | +7.0% | -36.2% | -31.1% |
| 6M | -75.2% | +5.7% | -80.9% | -75.9% |
| YTD | -70.8% | +16.2% | -87.1% | -72.8% |
| 1Y | -76.1% | +12.0% | -88.2% | -77.4% |
| 3Y | -82.5% | +63.4% | -145.9% | -86.0% |
| 5Y | -94.1% | +56.0% | -150.1% | -95.2% |
| All | -94.4% | +65.6% | -160.0% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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