+141.0%
APA vs HTZ
-93.2%
+234.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.0% | +9.3% | +2.1% |
| 7D | -5.5% | -27.5% | +22.0% | -2.7% |
| 30D | -1.2% | -21.9% | +20.7% | +0.6% |
| 3M | +10.6% | -29.2% | +39.8% | +12.6% |
| 6M | +28.4% | -75.2% | +103.6% | +44.9% |
| YTD | +89.7% | -70.8% | +160.6% | +105.4% |
| 1Y | +90.6% | -76.1% | +166.7% | +111.8% |
| 3Y | +36.9% | -82.5% | +119.4% | +42.9% |
| 5Y | +83.2% | -94.1% | +177.3% | +133.9% |
| All | +141.0% | -93.2% | +234.2% | +190.5% |
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