+39.1%
ADM vs HTZ
-93.2%
+132.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +2.8% |
| 7D | +4.2% | -8.5% | +12.7% | +4.5% |
| 30D | -12.8% | -18.9% | +6.1% | -12.3% |
| 3M | -8.5% | -36.0% | +27.6% | -7.1% |
| 6M | -10.9% | -74.6% | +63.7% | -6.3% |
| YTD | +29.4% | -70.8% | +100.2% | +34.2% |
| 1Y | +27.5% | -75.3% | +102.8% | +33.3% |
| 3Y | +10.3% | -81.6% | +91.9% | +12.7% |
| 5Y | +27.4% | -94.4% | +121.8% | +38.4% |
| All | +39.1% | -93.2% | +132.3% | +50.7% |
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