+116.8%
APO vs HTZ
-92.5%
+209.4%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +9.3% | -9.2% | -1.0% |
| 7D | +0.2% | -27.4% | +27.6% | +4.0% |
| 30D | +3.1% | -11.4% | +14.5% | +4.2% |
| 3M | -12.0% | -33.1% | +21.1% | -8.6% |
| 6M | -5.0% | -73.5% | +68.5% | +9.1% |
| YTD | -14.0% | -68.1% | +54.1% | -4.9% |
| 1Y | -5.9% | -74.3% | +68.4% | +6.9% |
| 3Y | +51.6% | -80.9% | +132.5% | +64.1% |
| 5Y | +80.8% | -93.8% | +174.6% | +137.1% |
| All | +116.8% | -92.5% | +209.4% | +178.1% |
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