+160.7%
AAPL vs HTZ
-93.2%
+253.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.0% | +7.4% | -0.2% |
| 7D | +5.0% | -27.5% | +32.5% | +6.8% |
| 30D | +3.5% | -21.9% | +25.4% | +4.8% |
| 3M | +13.1% | -29.2% | +42.3% | +14.5% |
| 6M | +19.0% | -75.2% | +94.2% | +27.0% |
| YTD | +28.5% | -70.8% | +99.4% | +34.7% |
| 1Y | +29.7% | -76.1% | +105.8% | +37.6% |
| 3Y | +89.2% | -82.5% | +171.8% | +98.6% |
| 5Y | +141.2% | -94.1% | +235.3% | +181.4% |
| All | +160.7% | -93.2% | +253.9% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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