+153.8%
ADI vs HTZ
-93.2%
+247.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.0% | +7.6% | +0.4% |
| 7D | -6.3% | -27.5% | +21.2% | -3.4% |
| 30D | -3.2% | -21.9% | +18.7% | -1.1% |
| 3M | +2.8% | -29.2% | +32.0% | +5.3% |
| 6M | -5.0% | -75.2% | +70.2% | +5.7% |
| YTD | +46.3% | -70.8% | +117.1% | +58.6% |
| 1Y | +71.6% | -76.1% | +147.8% | +89.5% |
| 3Y | +139.2% | -82.5% | +221.7% | +155.0% |
| 5Y | +136.4% | -94.1% | +230.5% | +186.0% |
| All | +153.8% | -93.2% | +247.0% | +213.8% |
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