+34.5%
ADM vs HTZ
-91.9%
+126.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -20.8% | +20.3% | +0.3% |
| 7D | -7.5% | -7.7% | +0.2% | -7.4% |
| 30D | -14.3% | -13.1% | -1.2% | -14.0% |
| 3M | -8.6% | +14.7% | -23.3% | -10.0% |
| 6M | -9.9% | -70.6% | +60.8% | -5.7% |
| YTD | +25.1% | -65.2% | +90.3% | +28.8% |
| 1Y | +28.8% | -73.2% | +102.0% | +34.5% |
| 3Y | +6.9% | -80.8% | +87.7% | +9.6% |
| 5Y | +25.9% | -94.8% | +120.7% | +36.3% |
| All | +34.5% | -91.9% | +126.4% | +44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling