-93.4%
HTZ vs AVAV
+0.2%
-93.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -9.8% | -10.9% | -18.9% |
| 7D | -7.7% | -24.3% | +16.6% | -2.6% |
| 30D | -13.1% | -28.9% | +15.8% | -7.3% |
| 3M | +14.7% | -39.3% | +54.0% | +26.4% |
| 6M | -70.6% | -38.8% | -31.8% | -68.1% |
| YTD | -65.2% | -57.8% | -7.4% | -60.4% |
| 1Y | -73.2% | -70.9% | -2.3% | -67.5% |
| 3Y | -80.8% | -14.8% | -66.0% | -83.0% |
| 5Y | -94.8% | +7.3% | -102.1% | -95.7% |
| All | -93.4% | +0.2% | -93.6% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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