-47.0%
HTZ vs AJG
+17.7%
-64.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +0.4% |
| 7D | +7.5% | -1.8% | +9.3% | +6.4% |
| 30D | +47.4% | +4.6% | +42.8% | +51.6% |
| 3M | -54.9% | +24.9% | -79.8% | -46.1% |
| 6M | -47.0% | +17.2% | -64.2% | -35.3% |
| All | -47.0% | +17.7% | -64.7% | -35.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling