-93.9%
HTZ vs AMCR
+0.5%
-94.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -2.1% | -6.3% | -6.9% |
| 7D | -14.6% | -5.3% | -9.3% | -10.6% |
| 30D | -20.8% | +8.7% | -29.5% | -24.5% |
| 3M | -18.8% | -3.3% | -15.5% | -16.1% |
| 6M | -74.7% | +15.1% | -89.8% | -77.4% |
| YTD | -68.1% | +12.4% | -80.5% | -71.4% |
| 1Y | -73.5% | +15.8% | -89.3% | -76.8% |
| 3Y | -81.8% | +16.7% | -98.6% | -84.0% |
| 5Y | -95.2% | -5.1% | -90.2% | -95.3% |
| All | -93.9% | +0.5% | -94.4% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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