-94.0%
HTZ vs AJG
+111.1%
-205.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.5% |
| 7D | -16.4% | +0.6% | -17.0% | -16.5% |
| 30D | -15.1% | +20.6% | -35.7% | -20.3% |
| 3M | -28.2% | +13.4% | -41.6% | -31.1% |
| 6M | -73.1% | +41.9% | -115.0% | -77.0% |
| YTD | -68.3% | +9.4% | -77.7% | -69.4% |
| 1Y | -75.2% | +13.6% | -88.8% | -76.7% |
| 3Y | -81.1% | +17.0% | -98.2% | -83.4% |
| 5Y | -95.0% | +82.9% | -177.9% | -97.2% |
| All | -94.0% | +111.1% | -205.1% | -97.3% |
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