-91.5%
HTZ vs AME
+82.8%
-174.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.1% |
| 7D | +7.5% | +0.6% | +6.9% | +6.9% |
| 30D | +47.4% | -6.7% | +54.1% | +55.5% |
| 3M | -54.9% | +4.1% | -59.0% | -56.7% |
| 6M | -47.0% | +1.6% | -48.6% | -47.8% |
| YTD | -55.3% | +16.1% | -71.4% | -60.2% |
| 1Y | -57.6% | +27.3% | -85.0% | -65.1% |
| 3Y | -86.6% | +50.9% | -137.5% | -90.6% |
| 5Y | -86.1% | +81.4% | -167.5% | -91.9% |
| All | -91.5% | +82.8% | -174.2% | -95.2% |
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