-93.4%
HTZ vs AR
+137.0%
-230.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.8% | -18.0% | -20.2% |
| 7D | -7.7% | -11.7% | +4.0% | -5.6% |
| 30D | -13.1% | +1.8% | -15.0% | -13.8% |
| 3M | +14.7% | +6.0% | +8.8% | +12.8% |
| 6M | -70.6% | -7.0% | -63.6% | -70.5% |
| YTD | -65.2% | +5.6% | -70.7% | -66.4% |
| 1Y | -73.2% | +10.8% | -84.0% | -74.5% |
| 3Y | -80.8% | +19.3% | -100.1% | -82.7% |
| 5Y | -94.8% | +73.3% | -168.1% | -95.8% |
| All | -93.4% | +137.0% | -230.4% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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