-94.4%
HTZ vs AJG
+112.6%
-207.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.7% | -8.2% |
| 7D | -27.5% | +3.4% | -30.9% | -28.2% |
| 30D | -21.9% | +21.5% | -43.3% | -26.8% |
| 3M | -29.2% | +12.3% | -41.5% | -31.9% |
| 6M | -75.2% | +43.0% | -118.2% | -78.9% |
| YTD | -70.8% | +10.2% | -81.0% | -71.9% |
| 1Y | -76.1% | +13.9% | -90.0% | -77.5% |
| 3Y | -82.5% | +17.2% | -99.7% | -84.6% |
| 5Y | -94.1% | +84.6% | -178.7% | -96.7% |
| All | -94.4% | +112.6% | -207.1% | -97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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