-47.0%
HTZ vs AMP
+20.3%
-67.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +7.5% | +0.2% | +7.3% | +7.4% |
| 30D | +47.4% | -0.1% | +47.5% | +47.2% |
| 3M | -54.9% | +23.6% | -78.5% | -57.5% |
| 6M | -47.0% | +20.4% | -67.4% | -48.7% |
| All | -47.0% | +20.3% | -67.3% | -48.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling