-93.9%
HTZ vs AFL
+158.6%
-252.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.7% | -6.7% | -7.4% |
| 7D | -14.6% | +0.1% | -14.7% | -14.7% |
| 30D | -20.8% | +10.0% | -30.8% | -25.2% |
| 3M | -18.8% | -1.6% | -17.3% | -18.4% |
| 6M | -74.7% | +10.5% | -85.2% | -76.4% |
| YTD | -68.1% | +14.3% | -82.4% | -71.1% |
| 1Y | -73.5% | +11.4% | -84.9% | -75.6% |
| 3Y | -81.8% | +62.4% | -144.3% | -87.6% |
| 5Y | -95.2% | +144.8% | -240.0% | -97.8% |
| All | -93.9% | +158.6% | -252.5% | -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