+64.2%
ADM vs HTZ
-85.9%
+150.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.2% |
| 7D | +3.8% | +7.5% | -3.7% | +3.4% |
| 30D | +9.8% | +47.4% | -37.7% | +7.3% |
| 3M | +2.1% | -54.9% | +57.0% | +5.0% |
| 6M | +27.5% | -47.0% | +74.5% | +29.2% |
| YTD | +50.2% | -55.3% | +105.5% | +53.4% |
| 1Y | +40.6% | -57.6% | +98.2% | +42.9% |
| 3Y | +17.2% | -86.6% | +103.8% | +24.7% |
| All | +64.2% | -85.9% | +150.1% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling