+18.6%
ADM vs HTZ
-86.4%
+105.0%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.8% | +7.5% | -3.7% | +3.5% |
| 30D | +9.8% | +47.4% | -37.7% | +7.8% |
| 3M | +2.1% | -54.9% | +57.0% | +4.7% |
| 6M | +27.5% | -47.0% | +74.5% | +29.0% |
| YTD | +50.2% | -55.3% | +105.5% | +53.1% |
| 1Y | +40.6% | -57.6% | +98.2% | +42.7% |
| All | +18.6% | -86.4% | +105.0% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling