+69.8%
ADP vs HTZ
-92.6%
+162.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | +1.1% | -16.4% | +17.5% | +1.7% |
| 30D | +11.5% | -15.1% | +26.6% | +12.0% |
| 3M | +12.0% | -28.2% | +40.2% | +12.9% |
| 6M | +43.8% | -73.1% | +116.9% | +50.4% |
| YTD | +20.1% | -68.3% | +88.3% | +23.8% |
| 1Y | +22.3% | -75.2% | +97.5% | +27.7% |
| 3Y | +43.3% | -81.1% | +124.4% | +46.9% |
| 5Y | +47.3% | -95.0% | +142.3% | +63.7% |
| All | +69.8% | -92.6% | +162.4% | +90.2% |
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