-91.5%
HTZ vs AJG
+97.1%
-188.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.8% |
| 7D | +7.5% | -1.8% | +9.3% | +8.1% |
| 30D | +47.4% | +4.6% | +42.8% | +45.2% |
| 3M | -54.9% | +24.9% | -79.8% | -59.4% |
| 6M | -47.0% | +17.2% | -64.2% | -51.2% |
| YTD | -55.3% | +2.2% | -57.4% | -55.8% |
| 1Y | -57.6% | -11.5% | -46.1% | -54.9% |
| 3Y | -86.6% | +16.7% | -103.3% | -88.6% |
| 5Y | -86.1% | +89.6% | -175.7% | -93.1% |
| All | -91.5% | +97.1% | -188.6% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling