-86.5%
HTZ vs AEE
+49.1%
-135.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.3% | +1.3% |
| 7D | +7.5% | +0.3% | +7.1% | +7.3% |
| 30D | +47.4% | -2.3% | +49.7% | +48.7% |
| 3M | -54.9% | +0.2% | -55.1% | -55.4% |
| 6M | -47.0% | -4.7% | -42.3% | -46.2% |
| YTD | -55.3% | +8.1% | -63.4% | -57.6% |
| 1Y | -57.6% | +8.5% | -66.2% | -60.0% |
| All | -86.5% | +49.1% | -135.7% | -90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling