-91.6%
HTZ vs AVTR
-56.0%
-35.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.4% | +8.8% | +9.0% |
| 7D | +18.9% | -6.2% | +25.2% | +21.6% |
| 30D | +26.3% | -1.0% | +27.3% | +26.4% |
| 3M | +49.7% | +14.4% | +35.3% | +42.1% |
| 6M | -61.1% | +95.9% | -157.0% | -70.8% |
| YTD | -56.0% | +36.6% | -92.6% | -62.1% |
| 1Y | -66.4% | +35.1% | -101.6% | -71.0% |
| 3Y | -75.8% | -14.8% | -61.0% | -76.7% |
| 5Y | -93.1% | -59.8% | -33.3% | -90.3% |
| All | -91.6% | -56.0% | -35.6% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling