-72.7%
HTZ vs AS
+120.4%
-193.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.6% | -2.3% | +0.4% |
| 7D | +7.5% | -4.9% | +12.4% | +8.8% |
| 30D | +47.4% | -19.6% | +67.0% | +55.4% |
| 3M | -54.9% | -14.4% | -40.5% | -53.5% |
| 6M | -47.0% | -20.1% | -26.9% | -44.4% |
| YTD | -55.3% | -20.9% | -34.3% | -53.1% |
| 1Y | -57.6% | -21.9% | -35.8% | -55.6% |
| All | -72.7% | +120.4% | -193.1% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling