-93.9%
HTZ vs AGI
+324.0%
-417.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +2.4% | -10.8% | -8.8% |
| 7D | -14.6% | +16.0% | -30.5% | -17.2% |
| 30D | -20.8% | +1.0% | -21.7% | -21.4% |
| 3M | -18.8% | +2.5% | -21.3% | -19.5% |
| 6M | -74.7% | -24.0% | -50.7% | -73.8% |
| YTD | -68.1% | -17.2% | -50.9% | -67.6% |
| 1Y | -73.5% | +4.9% | -78.4% | -74.1% |
| 3Y | -81.8% | +142.6% | -224.4% | -85.3% |
| 5Y | -95.2% | +315.2% | -410.4% | -96.5% |
| All | -93.9% | +324.0% | -417.9% | -95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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