+55.1%
ADP vs HTZ
-89.5%
+144.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.1% |
| 7D | -3.4% | +7.5% | -10.9% | -3.7% |
| 30D | +2.8% | +47.4% | -44.6% | +0.6% |
| 3M | +20.9% | -54.9% | +75.8% | +24.1% |
| 6M | +29.9% | -47.0% | +76.9% | +31.3% |
| YTD | +9.6% | -55.3% | +64.9% | +11.8% |
| 1Y | -5.3% | -57.6% | +52.4% | -3.7% |
| 3Y | +16.5% | -86.6% | +103.1% | +27.3% |
| 5Y | +49.4% | -86.1% | +135.5% | +62.0% |
| All | +55.1% | -89.5% | +144.6% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling