-81.8%
HTZ vs AJG
+19.3%
-101.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.3% | -6.1% | -8.2% |
| 7D | -14.6% | +2.0% | -16.6% | -14.7% |
| 30D | -20.8% | +24.0% | -44.8% | -21.7% |
| 3M | -18.8% | +12.2% | -31.0% | -19.2% |
| 6M | -74.7% | +43.9% | -118.6% | -75.8% |
| YTD | -68.1% | +9.8% | -77.9% | -67.0% |
| 1Y | -73.5% | +16.2% | -89.7% | -73.2% |
| 3Y | -81.8% | +19.3% | -101.1% | -80.2% |
| All | -81.8% | +19.3% | -101.1% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling