+115.5%
APO vs HTZ
-92.6%
+208.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.7% |
| 7D | +2.3% | -16.4% | +18.7% | +4.4% |
| 30D | +3.0% | -15.1% | +18.1% | +4.7% |
| 3M | -3.7% | -28.2% | +24.5% | -0.9% |
| 6M | -7.5% | -73.1% | +65.6% | +6.0% |
| YTD | -14.5% | -68.3% | +53.8% | -5.3% |
| 1Y | -6.2% | -75.2% | +69.1% | +7.3% |
| 3Y | +51.9% | -81.1% | +133.0% | +65.0% |
| 5Y | +76.5% | -95.0% | +171.5% | +133.7% |
| All | +115.5% | -92.6% | +208.1% | +177.0% |
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