+74.2%
ADP vs HTZ
-93.2%
+167.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.8% |
| 7D | +2.2% | -8.5% | +10.7% | +2.5% |
| 30D | +10.6% | -18.9% | +29.5% | +11.2% |
| 3M | +12.9% | -36.0% | +49.0% | +14.5% |
| 6M | +50.6% | -74.6% | +125.2% | +57.9% |
| YTD | +23.2% | -70.8% | +94.0% | +27.3% |
| 1Y | +25.3% | -75.3% | +100.5% | +30.6% |
| 3Y | +47.1% | -81.6% | +128.7% | +50.2% |
| 5Y | +50.1% | -94.4% | +144.5% | +67.0% |
| All | +74.2% | -93.2% | +167.4% | +95.7% |
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 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