-94.0%
HTZ vs AMP
+124.4%
-218.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -3.3% |
| 7D | -16.4% | +3.1% | -19.5% | -17.6% |
| 30D | -15.1% | +3.9% | -19.0% | -17.0% |
| 3M | -28.2% | -5.8% | -22.4% | -24.9% |
| 6M | -73.1% | +12.1% | -85.1% | -75.4% |
| YTD | -68.3% | +7.1% | -75.4% | -70.3% |
| 1Y | -75.2% | +14.2% | -89.4% | -77.9% |
| 3Y | -81.1% | +62.5% | -143.6% | -87.9% |
| 5Y | -95.0% | +82.6% | -177.6% | -97.2% |
| All | -94.0% | +124.4% | -218.4% | -97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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