-59.4%
ADBE vs HTZ
-92.5%
+33.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.3% | -9.0% | -0.2% |
| 7D | -4.4% | -27.4% | +23.1% | -2.7% |
| 30D | -0.2% | -11.4% | +11.1% | +0.2% |
| 3M | -9.9% | -33.1% | +23.2% | -8.4% |
| 6M | -3.5% | -73.5% | +70.0% | +3.3% |
| YTD | -32.1% | -68.1% | +36.0% | -29.1% |
| 1Y | -28.7% | -74.3% | +45.6% | -24.3% |
| 3Y | -60.2% | -80.9% | +20.7% | -58.7% |
| 5Y | -63.1% | -93.8% | +30.7% | -56.1% |
| All | -59.4% | -92.5% | +33.2% | -51.4% |
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