+26.3%
ADM vs HTZ
-95.4%
+121.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.4% |
| 7D | -9.0% | -14.6% | +5.6% | -8.6% |
| 30D | -14.0% | -20.8% | +6.8% | -13.3% |
| 3M | -9.2% | -18.8% | +9.7% | -9.0% |
| 6M | -9.2% | -74.7% | +65.5% | -4.1% |
| YTD | +24.2% | -68.1% | +92.3% | +28.5% |
| 1Y | +27.0% | -73.5% | +100.4% | +32.6% |
| 3Y | +6.6% | -81.8% | +88.4% | +10.2% |
| All | +26.3% | -95.4% | +121.7% | +39.8% |
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 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