-91.6%
HTZ vs AR
+143.8%
-235.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -6.3% | +15.4% | +10.4% |
| 7D | +18.9% | -11.1% | +30.1% | +21.4% |
| 30D | +26.3% | +7.9% | +18.4% | +23.8% |
| 3M | +49.7% | +4.9% | +44.8% | +47.3% |
| 6M | -61.1% | -5.3% | -55.8% | -61.1% |
| YTD | -56.0% | +8.6% | -64.6% | -57.9% |
| 1Y | -66.4% | +13.7% | -80.1% | -68.3% |
| 3Y | -75.8% | +22.8% | -98.5% | -78.3% |
| 5Y | -93.1% | +82.0% | -175.0% | -94.5% |
| All | -91.6% | +143.8% | -235.5% | -93.8% |
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