-94.8%
HTZ vs AEE
+54.3%
-149.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.2% | -20.6% | -20.7% |
| 7D | -7.7% | +2.4% | -10.1% | -8.5% |
| 30D | -13.1% | +10.9% | -24.1% | -16.6% |
| 3M | +14.7% | +4.3% | +10.5% | +12.8% |
| 6M | -70.6% | +2.5% | -73.1% | -71.1% |
| YTD | -65.2% | +15.3% | -80.5% | -67.5% |
| 1Y | -73.2% | +14.6% | -87.7% | -74.9% |
| 3Y | -80.8% | +57.5% | -138.3% | -84.6% |
| 5Y | -94.8% | +52.9% | -147.7% | -95.9% |
| All | -94.8% | +54.3% | -149.1% | -95.9% |
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