+72.6%
ADP vs HTZ
-91.9%
+164.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -20.8% | +22.0% | +2.0% |
| 7D | +7.4% | -7.7% | +15.1% | +7.6% |
| 30D | +17.1% | -13.1% | +30.2% | +17.5% |
| 3M | +14.4% | +14.7% | -0.3% | +12.9% |
| 6M | +47.9% | -70.6% | +118.5% | +54.1% |
| YTD | +22.1% | -65.2% | +87.3% | +25.4% |
| 1Y | +21.8% | -73.2% | +94.9% | +26.7% |
| 3Y | +50.5% | -80.8% | +131.3% | +55.1% |
| 5Y | +49.6% | -94.8% | +144.4% | +65.7% |
| All | +72.6% | -91.9% | +164.5% | +92.7% |
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