-76.1%
HTZ vs AJG
+14.9%
-91.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.7% | -8.7% | -7.8% |
| 7D | -27.5% | +3.4% | -30.9% | -27.1% |
| 30D | -21.9% | +21.5% | -43.3% | -17.7% |
| 3M | -29.2% | +12.3% | -41.5% | -27.2% |
| 6M | -75.2% | +43.0% | -118.2% | -72.1% |
| YTD | -70.8% | +10.2% | -81.0% | -66.1% |
| 1Y | -76.1% | +13.9% | -90.0% | -72.0% |
| All | -76.1% | +14.9% | -91.0% | -72.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling