-91.6%
HTZ vs AMP
+127.6%
-219.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.5% | +4.7% | +6.0% |
| 7D | +18.9% | +7.7% | +11.3% | +12.9% |
| 30D | +26.3% | +6.6% | +19.7% | +20.4% |
| 3M | +49.7% | -4.7% | +54.4% | +54.2% |
| 6M | -61.1% | +12.9% | -74.0% | -64.8% |
| YTD | -56.0% | +8.6% | -64.6% | -59.5% |
| 1Y | -66.4% | +18.2% | -84.7% | -71.0% |
| 3Y | -75.8% | +62.9% | -138.6% | -84.6% |
| 5Y | -93.1% | +85.0% | -178.0% | -96.1% |
| All | -91.6% | +127.6% | -219.2% | -96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling