+32.3%
ADM vs HTZ
-93.2%
+125.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.0% | +7.2% | -0.4% |
| 7D | -1.8% | -27.5% | +25.7% | -0.7% |
| 30D | -13.3% | -21.9% | +8.6% | -12.6% |
| 3M | -13.4% | -29.2% | +15.9% | -12.6% |
| 6M | -9.6% | -75.2% | +65.6% | -4.8% |
| YTD | +23.0% | -70.8% | +93.8% | +27.6% |
| 1Y | +27.4% | -76.1% | +103.5% | +33.4% |
| 3Y | +5.7% | -82.5% | +88.2% | +8.4% |
| 5Y | +22.1% | -94.1% | +116.2% | +32.5% |
| All | +32.3% | -93.2% | +125.4% | +43.3% |
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