-94.0%
HTZ vs AFL
+161.0%
-255.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.2% |
| 7D | -16.4% | +0.5% | -16.9% | -16.7% |
| 30D | -15.1% | +9.3% | -24.4% | -19.4% |
| 3M | -28.2% | +1.0% | -29.2% | -28.8% |
| 6M | -73.1% | +11.8% | -84.9% | -75.1% |
| YTD | -68.3% | +15.3% | -83.6% | -71.5% |
| 1Y | -75.2% | +12.1% | -87.3% | -77.3% |
| 3Y | -81.1% | +65.0% | -146.1% | -87.2% |
| 5Y | -95.0% | +149.1% | -244.1% | -97.7% |
| All | -94.0% | +161.0% | -255.0% | -97.5% |
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