-10.3%
ADSK vs HTZ
-92.6%
+82.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +2.1% | -16.4% | +18.5% | +3.2% |
| 30D | +11.9% | -15.1% | +27.0% | +12.9% |
| 3M | +5.7% | -28.2% | +33.9% | +7.3% |
| 6M | +7.7% | -73.1% | +80.8% | +16.0% |
| YTD | -11.0% | -68.3% | +57.3% | -6.6% |
| 1Y | -11.4% | -75.2% | +63.8% | -5.0% |
| 3Y | +28.7% | -81.1% | +109.8% | +34.4% |
| 5Y | -20.1% | -95.0% | +75.0% | +0.4% |
| All | -10.3% | -92.6% | +82.3% | +10.1% |
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