-27.7%
ADSK vs HTZ
-90.1%
+62.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.0% | +2.4% | -2.3% |
| 7D | -14.3% | -2.5% | -11.9% | -14.2% |
| 30D | -14.8% | -3.7% | -11.1% | -15.0% |
| 3M | -5.7% | -57.0% | +51.3% | -1.5% |
| 6M | -18.7% | -47.0% | +28.3% | -17.6% |
| YTD | -28.3% | -57.5% | +29.2% | -26.0% |
| 1Y | -35.1% | -63.5% | +28.4% | -32.7% |
| 3Y | -3.2% | -86.3% | +83.2% | +13.7% |
| 5Y | -26.7% | -86.8% | +60.0% | -12.8% |
| All | -27.7% | -90.1% | +62.3% | -12.7% |
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 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