-93.4%
HTZ vs AMCR
+2.6%
-96.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.5% | -15.3% | -17.0% |
| 7D | -7.7% | -2.7% | -5.0% | -5.3% |
| 30D | -13.1% | +9.7% | -22.9% | -17.8% |
| 3M | +14.7% | -2.6% | +17.4% | +17.6% |
| 6M | -70.6% | +25.6% | -96.2% | -75.4% |
| YTD | -65.2% | +14.9% | -80.0% | -69.3% |
| 1Y | -73.2% | +20.5% | -93.7% | -77.3% |
| 3Y | -80.8% | +18.6% | -99.4% | -83.3% |
| 5Y | -94.8% | -3.0% | -91.8% | -94.9% |
| All | -93.4% | +2.6% | -96.0% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling