-86.4%
HTZ vs AEE
+40.8%
-127.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +48.6% |
| 3M | -54.9% | +0.2% | -55.1% | -55.3% |
| 6M | -47.0% | -4.7% | -42.3% | -46.3% |
| YTD | -55.3% | +8.1% | -63.4% | -57.2% |
| 1Y | -57.6% | +8.5% | -66.2% | -59.6% |
| 3Y | -86.6% | +48.9% | -135.5% | -89.0% |
| All | -86.4% | +40.8% | -127.1% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling