-70.6%
HTZ vs AEIS
-47.1%
-23.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -12.2% | -8.6% | -17.5% |
| 7D | -7.7% | -22.6% | +14.8% | -1.9% |
| 30D | -13.1% | -38.7% | +25.6% | -2.1% |
| 3M | +14.7% | -43.6% | +58.3% | +32.2% |
| 6M | -70.6% | -46.2% | -24.4% | -65.9% |
| All | -70.6% | -47.1% | -23.5% | -65.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling