-91.6%
HTZ vs AME
+82.5%
-174.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.6% | +13.8% | +12.6% |
| 7D | +18.9% | -4.4% | +23.4% | +22.5% |
| 30D | +26.3% | -5.9% | +32.1% | +31.1% |
| 3M | +49.7% | -6.5% | +56.2% | +56.0% |
| 6M | -61.1% | +3.2% | -64.3% | -62.7% |
| YTD | -56.0% | +16.0% | -72.0% | -61.3% |
| 1Y | -66.4% | +20.4% | -86.9% | -71.3% |
| 3Y | -75.8% | +68.2% | -144.0% | -84.9% |
| 5Y | -93.1% | +74.4% | -167.5% | -96.0% |
| All | -91.6% | +82.5% | -174.2% | -95.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling