-93.4%
HTZ vs AME
+71.7%
-165.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.9% | -14.8% | -16.2% |
| 7D | -7.7% | -11.4% | +3.7% | +1.7% |
| 30D | -13.1% | -12.1% | -1.0% | -4.0% |
| 3M | +14.7% | -12.3% | +27.1% | +26.8% |
| 6M | -70.6% | -4.6% | -66.0% | -69.8% |
| YTD | -65.2% | +9.1% | -74.3% | -67.6% |
| 1Y | -73.2% | +13.3% | -86.5% | -75.7% |
| 3Y | -80.8% | +58.2% | -139.0% | -87.3% |
| 5Y | -94.8% | +63.4% | -158.2% | -96.8% |
| All | -93.4% | +71.7% | -165.0% | -96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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