+70.5%
ADP vs HTZ
-92.5%
+163.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.1% | -0.9% |
| 7D | +3.2% | -14.6% | +17.8% | +3.7% |
| 30D | +14.9% | -20.8% | +35.7% | +15.7% |
| 3M | +11.6% | -18.8% | +30.4% | +11.9% |
| 6M | +48.5% | -74.7% | +123.2% | +55.8% |
| YTD | +20.6% | -68.1% | +88.7% | +24.3% |
| 1Y | +23.7% | -73.5% | +97.2% | +28.6% |
| 3Y | +47.8% | -81.8% | +129.6% | +52.2% |
| 5Y | +47.7% | -95.2% | +142.9% | +64.2% |
| All | +70.5% | -92.5% | +163.1% | +90.9% |
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