-74.9%
HTZ vs AFL
+62.4%
-137.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +8.8% |
| 7D | +18.9% | +2.9% | +16.0% | +17.8% |
| 30D | +26.3% | +11.5% | +14.8% | +21.6% |
| 3M | +49.7% | +0.6% | +49.0% | +49.4% |
| 6M | -61.1% | +11.7% | -72.8% | -63.0% |
| YTD | -56.0% | +15.4% | -71.4% | -59.0% |
| 1Y | -66.4% | +17.6% | -84.0% | -69.0% |
| All | -74.9% | +62.4% | -137.3% | -78.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling