+145.6%
APH vs HTZ
-89.5%
+235.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +1.3% | -49.1% | -47.9% |
| 7D | -48.7% | +12.7% | -61.5% | -49.2% |
| 30D | -51.9% | +47.4% | -99.4% | -53.5% |
| 3M | -43.6% | -54.9% | +11.3% | -41.4% |
| 6M | -37.5% | -47.0% | +9.5% | -36.3% |
| YTD | -38.6% | -55.3% | +16.6% | -36.7% |
| 1Y | -26.3% | -57.6% | +31.3% | -24.4% |
| 3Y | +89.2% | -86.6% | +175.8% | +112.2% |
| 5Y | +119.8% | -86.1% | +205.9% | +141.9% |
| All | +145.6% | -89.5% | +235.1% | +180.0% |
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