-93.4%
HTZ vs AFL
+163.1%
-256.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.8% | -21.5% | -21.2% |
| 7D | -7.7% | +2.2% | -9.9% | -9.0% |
| 30D | -13.1% | +11.1% | -24.2% | -18.4% |
| 3M | +14.7% | +1.0% | +13.7% | +13.6% |
| 6M | -70.6% | +11.4% | -82.0% | -72.8% |
| YTD | -65.2% | +16.3% | -81.4% | -68.8% |
| 1Y | -73.2% | +15.9% | -89.0% | -76.0% |
| 3Y | -80.8% | +63.6% | -144.4% | -86.9% |
| 5Y | -94.8% | +149.1% | -243.9% | -97.7% |
| All | -93.4% | +163.1% | -256.5% | -97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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