-93.9%
HTZ vs AVTR
-55.8%
-38.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.3% | +9.0% |
| 7D | -27.4% | +0.5% | -27.9% | -27.4% |
| 30D | -11.4% | +1.5% | -12.9% | -11.7% |
| 3M | -33.1% | +14.2% | -47.3% | -36.2% |
| 6M | -73.5% | +97.4% | -170.9% | -80.1% |
| YTD | -68.1% | +37.3% | -105.4% | -72.5% |
| 1Y | -74.3% | +36.8% | -111.1% | -77.8% |
| 3Y | -80.9% | -15.2% | -65.6% | -81.5% |
| 5Y | -93.8% | -59.2% | -34.6% | -91.3% |
| All | -93.9% | -55.8% | -38.2% | -93.0% |
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