-94.4%
HTZ vs AEIS
+99.6%
-194.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +1.1% | -9.1% | -8.4% |
| 7D | -27.5% | -6.9% | -20.6% | -25.9% |
| 30D | -21.9% | -23.2% | +1.3% | -14.4% |
| 3M | -29.2% | -29.5% | +0.2% | -20.4% |
| 6M | -75.2% | -37.9% | -37.3% | -71.3% |
| YTD | -70.8% | +6.0% | -76.8% | -74.4% |
| 1Y | -76.1% | +1.2% | -77.4% | -78.6% |
| 3Y | -82.5% | +150.0% | -232.5% | -91.0% |
| 5Y | -94.1% | +141.9% | -236.0% | -97.1% |
| All | -94.4% | +99.6% | -194.0% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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