-93.4%
HTZ vs AFL
+149.0%
-242.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.0% | +8.2% | +8.6% |
| 7D | +18.9% | +2.9% | +16.0% | +17.0% |
| 30D | +26.3% | +11.5% | +14.8% | +18.6% |
| 3M | +49.7% | +0.6% | +49.0% | +48.8% |
| 6M | -61.1% | +11.7% | -72.8% | -64.0% |
| YTD | -56.0% | +15.4% | -71.4% | -60.4% |
| 1Y | -66.4% | +17.6% | -84.0% | -70.2% |
| 3Y | -75.8% | +62.4% | -138.2% | -83.4% |
| All | -93.4% | +149.0% | -242.5% | -97.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling