-94.4%
HTZ vs AJG
+112.9%
-207.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -3.3% |
| 7D | -8.5% | +0.5% | -9.0% | -8.7% |
| 30D | -18.9% | +19.4% | -38.3% | -23.6% |
| 3M | -36.0% | +11.9% | -48.0% | -38.4% |
| 6M | -74.6% | +48.3% | -122.8% | -78.7% |
| YTD | -70.8% | +10.3% | -81.1% | -71.9% |
| 1Y | -75.3% | +11.5% | -86.8% | -76.4% |
| 3Y | -81.6% | +17.5% | -99.1% | -83.8% |
| 5Y | -94.4% | +79.8% | -174.2% | -96.8% |
| All | -94.4% | +112.9% | -207.3% | -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