-93.4%
HTZ vs AGI
+314.0%
-407.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +3.6% | -24.4% | -21.5% |
| 7D | -7.7% | +7.8% | -15.5% | -9.3% |
| 30D | -13.1% | -5.0% | -8.1% | -12.7% |
| 3M | +14.7% | -0.5% | +15.2% | +14.4% |
| 6M | -70.6% | -19.9% | -50.7% | -69.7% |
| YTD | -65.2% | -19.2% | -46.0% | -64.5% |
| 1Y | -73.2% | +0.6% | -73.8% | -73.6% |
| 3Y | -80.8% | +134.4% | -215.2% | -84.4% |
| 5Y | -94.8% | +305.4% | -400.2% | -96.1% |
| All | -93.4% | +314.0% | -407.4% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling