-11.7%
ADSK vs HTZ
-93.0%
+81.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.1% | +5.9% | +0.2% |
| 7D | -3.6% | -14.0% | +10.4% | -2.6% |
| 30D | +12.6% | -19.8% | +32.4% | +14.0% |
| 3M | +4.0% | -45.0% | +49.0% | +7.7% |
| 6M | +10.5% | -73.2% | +83.7% | +18.9% |
| YTD | -12.3% | -70.0% | +57.7% | -7.6% |
| 1Y | -14.0% | -75.7% | +61.7% | -7.8% |
| 3Y | +23.2% | -82.1% | +105.3% | +28.9% |
| 5Y | -21.2% | -94.3% | +73.1% | -1.7% |
| All | -11.7% | -93.0% | +81.3% | +8.9% |
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