-86.4%
HTZ vs AFL
+135.6%
-222.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.9% |
| 7D | +7.5% | +0.6% | +6.9% | +7.1% |
| 30D | +47.4% | -6.2% | +53.6% | +52.4% |
| 3M | -54.9% | +2.2% | -57.1% | -55.8% |
| 6M | -47.0% | +5.3% | -52.3% | -49.2% |
| YTD | -55.3% | +8.0% | -63.2% | -58.0% |
| 1Y | -57.6% | +10.2% | -67.9% | -61.0% |
| 3Y | -86.6% | +67.1% | -153.7% | -90.9% |
| All | -86.4% | +135.6% | -222.0% | -93.0% |
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