-10.9%
ADSK vs HTZ
-92.5%
+81.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.4% | +5.6% | -2.2% |
| 7D | +4.9% | -14.6% | +19.4% | +5.8% |
| 30D | +11.3% | -20.8% | +32.1% | +12.9% |
| 3M | +7.9% | -18.8% | +26.8% | +8.5% |
| 6M | +7.7% | -74.7% | +82.4% | +16.6% |
| YTD | -11.6% | -68.1% | +56.5% | -7.2% |
| 1Y | -11.2% | -73.5% | +62.2% | -5.4% |
| 3Y | +29.6% | -81.8% | +111.4% | +36.5% |
| 5Y | -19.4% | -95.2% | +75.9% | +1.4% |
| All | -10.9% | -92.5% | +81.7% | +9.4% |
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