-91.5%
HTZ vs AMP
+141.9%
-233.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.9% |
| 7D | +7.5% | +0.2% | +7.3% | +7.2% |
| 30D | +47.4% | -0.1% | +47.5% | +47.1% |
| 3M | -54.9% | +23.6% | -78.5% | -61.6% |
| 6M | -47.0% | +20.4% | -67.4% | -54.3% |
| YTD | -55.3% | +15.4% | -70.7% | -60.4% |
| 1Y | -57.6% | +11.0% | -68.6% | -61.5% |
| 3Y | -86.6% | +70.5% | -157.1% | -91.7% |
| 5Y | -86.1% | +121.4% | -207.5% | -93.4% |
| All | -91.5% | +141.9% | -233.3% | -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