-93.4%
HTZ vs AVTR
-57.4%
-36.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.3% | -17.5% | -19.6% |
| 7D | -7.7% | -9.2% | +1.5% | -4.3% |
| 30D | -13.1% | -1.9% | -11.2% | -12.3% |
| 3M | +14.7% | +13.3% | +1.4% | +9.6% |
| 6M | -70.6% | +88.1% | -158.7% | -77.5% |
| YTD | -65.2% | +32.1% | -97.3% | -69.6% |
| 1Y | -73.2% | +30.7% | -103.9% | -76.5% |
| 3Y | -80.8% | -17.6% | -63.2% | -81.3% |
| 5Y | -94.8% | -60.3% | -34.4% | -92.6% |
| All | -93.4% | -57.4% | -36.0% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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