-73.2%
HTZ vs AS
+139.2%
-212.4%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.1% | +4.1% | +7.8% |
| 7D | +18.9% | +13.8% | +5.2% | +15.0% |
| 30D | +26.3% | +16.7% | +9.6% | +21.1% |
| 3M | +49.7% | -11.5% | +61.2% | +53.6% |
| 6M | -61.1% | -5.5% | -55.6% | -61.0% |
| YTD | -56.0% | -14.2% | -41.8% | -54.9% |
| 1Y | -66.4% | +2.1% | -68.5% | -67.1% |
| All | -73.2% | +139.2% | -212.4% | -82.5% |
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