-73.2%
HTZ vs AME
+13.3%
-86.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.9% | -14.8% | -15.6% |
| 7D | -7.7% | -11.4% | +3.7% | +2.3% |
| 30D | -13.1% | -12.1% | -1.0% | -3.3% |
| 3M | +14.7% | -12.3% | +27.1% | +28.6% |
| 6M | -70.6% | -4.6% | -66.0% | -70.2% |
| YTD | -65.2% | +9.1% | -74.3% | -71.1% |
| 1Y | -73.2% | +13.3% | -86.5% | -79.1% |
| All | -73.2% | +13.3% | -86.5% | -79.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling