-1.4%
ADSK vs HTZ
-85.8%
+84.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.3% | -9.6% | -8.3% |
| 7D | -16.4% | +7.5% | -23.9% | -16.5% |
| 30D | -9.2% | +47.4% | -56.7% | -10.3% |
| 3M | -6.7% | -54.9% | +48.2% | -5.5% |
| 6M | -15.5% | -47.0% | +31.5% | -15.2% |
| YTD | -26.4% | -55.3% | +28.9% | -25.7% |
| 1Y | -31.9% | -57.6% | +25.8% | -31.4% |
| All | -1.4% | -85.8% | +84.4% | +13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling