-86.5%
HTZ vs AR
+40.7%
-127.3%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.4% |
| 7D | +7.5% | +2.5% | +5.0% | +7.0% |
| 30D | +47.4% | +14.8% | +32.6% | +43.8% |
| 3M | -54.9% | +6.2% | -61.1% | -55.5% |
| 6M | -47.0% | +4.3% | -51.3% | -48.2% |
| YTD | -55.3% | +14.4% | -69.6% | -57.5% |
| 1Y | -57.6% | +21.3% | -79.0% | -60.8% |
| All | -86.5% | +40.7% | -127.3% | -89.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling