+401.7%
APP vs HTZ
-91.9%
+493.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -20.8% | +51.8% | +33.0% |
| 7D | +39.7% | -7.7% | +47.4% | +39.5% |
| 30D | +27.7% | -13.1% | +40.8% | +28.2% |
| 3M | -14.8% | +14.7% | -29.5% | -19.2% |
| 6M | -25.5% | -70.6% | +45.1% | -17.3% |
| YTD | -47.2% | -65.2% | +18.0% | -43.5% |
| 1Y | -42.3% | -73.2% | +30.9% | -36.2% |
| 3Y | +806.8% | -80.8% | +887.6% | +897.4% |
| 5Y | +261.6% | -94.8% | +356.4% | +444.0% |
| All | +401.7% | -91.9% | +493.6% | +635.2% |
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 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