+138.4%
APA vs HTZ
-92.5%
+231.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.4% | +11.0% | +3.5% |
| 7D | -15.5% | -14.6% | -0.9% | -14.5% |
| 30D | +2.4% | -20.8% | +23.2% | +4.2% |
| 3M | +22.8% | -18.8% | +41.6% | +23.1% |
| 6M | +17.9% | -74.7% | +92.6% | +33.2% |
| YTD | +87.7% | -68.1% | +155.8% | +101.4% |
| 1Y | +94.2% | -73.5% | +167.7% | +113.2% |
| 3Y | +27.2% | -81.8% | +109.0% | +33.2% |
| 5Y | +74.1% | -95.2% | +169.4% | +129.1% |
| All | +138.4% | -92.5% | +231.0% | +184.8% |
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