-93.9%
HTZ vs AEE
+64.4%
-158.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | 0.0% | -8.4% | -8.4% |
| 7D | -14.6% | +2.1% | -16.7% | -15.2% |
| 30D | -20.8% | +11.4% | -32.2% | -24.0% |
| 3M | -18.8% | +5.0% | -23.8% | -20.3% |
| 6M | -74.7% | +4.4% | -79.1% | -75.3% |
| YTD | -68.1% | +15.4% | -83.5% | -70.1% |
| 1Y | -73.5% | +13.8% | -87.3% | -75.0% |
| 3Y | -81.8% | +58.0% | -139.8% | -85.3% |
| 5Y | -95.2% | +52.9% | -148.2% | -96.0% |
| All | -93.9% | +64.4% | -158.3% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling