-93.4%
HTZ vs AEIS
+67.1%
-160.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -12.2% | -8.6% | -15.8% |
| 7D | -7.7% | -22.6% | +14.8% | +2.1% |
| 30D | -13.1% | -38.7% | +25.6% | +5.0% |
| 3M | +14.7% | -43.6% | +58.3% | +42.2% |
| 6M | -70.6% | -46.2% | -24.4% | -63.7% |
| YTD | -65.2% | -11.2% | -53.9% | -66.9% |
| 1Y | -73.2% | -17.7% | -55.5% | -73.6% |
| 3Y | -80.8% | +104.1% | -184.9% | -89.2% |
| 5Y | -94.8% | +98.5% | -193.3% | -97.2% |
| All | -93.4% | +67.1% | -160.5% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling