+335.4%
APH vs HTZ
-91.9%
+427.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -20.8% | +11.5% | -7.8% |
| 7D | -12.7% | -7.7% | -5.0% | -12.2% |
| 30D | -19.2% | -13.1% | -6.1% | -18.5% |
| 3M | -16.7% | +14.7% | -31.4% | -18.2% |
| 6M | +5.1% | -70.6% | +75.7% | +12.3% |
| YTD | +6.6% | -65.2% | +71.7% | +11.7% |
| 1Y | +3.9% | -73.2% | +77.1% | +10.8% |
| 3Y | +246.0% | -80.8% | +326.8% | +261.0% |
| 5Y | +268.0% | -94.8% | +362.8% | +326.9% |
| All | +335.4% | -91.9% | +427.3% | +404.2% |
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