-81.3%
HTZ vs AHR
+395.3%
-476.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +3.3% | -11.7% | -8.8% |
| 7D | -14.6% | +8.2% | -22.8% | -15.4% |
| 30D | -20.8% | +17.3% | -38.1% | -22.6% |
| 3M | -18.8% | +6.4% | -25.2% | -19.6% |
| 6M | -74.7% | +16.9% | -91.6% | -75.8% |
| YTD | -68.1% | +24.9% | -93.0% | -70.4% |
| 1Y | -73.5% | +23.3% | -96.8% | -75.3% |
| All | -81.3% | +395.3% | -476.6% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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