+48.7%
ADP vs HTZ
-94.3%
+143.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.0% | +9.1% | +1.5% |
| 7D | +3.2% | -27.5% | +30.7% | +4.5% |
| 30D | +12.8% | -21.9% | +34.6% | +13.7% |
| 3M | +12.3% | -29.2% | +41.6% | +13.3% |
| 6M | +45.4% | -75.2% | +120.6% | +53.2% |
| YTD | +21.4% | -70.8% | +92.2% | +25.9% |
| 1Y | +23.7% | -76.1% | +99.8% | +29.7% |
| 3Y | +43.6% | -82.5% | +126.2% | +49.4% |
| 5Y | +48.7% | -94.1% | +142.8% | +75.2% |
| All | +48.7% | -94.3% | +143.0% | +75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling