+451.2%
APP vs HTZ
-92.5%
+543.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -8.4% | +18.2% | +10.6% |
| 7D | +71.2% | -14.6% | +85.8% | +71.9% |
| 30D | +39.1% | -20.8% | +59.9% | +40.6% |
| 3M | +16.5% | -18.8% | +35.4% | +16.2% |
| 6M | -16.6% | -74.7% | +58.1% | -5.8% |
| YTD | -41.9% | -68.1% | +26.2% | -37.5% |
| 1Y | -37.0% | -73.5% | +36.4% | -30.7% |
| 3Y | +892.4% | -81.8% | +974.3% | +985.7% |
| 5Y | +297.3% | -95.2% | +392.5% | +501.8% |
| All | +451.2% | -92.5% | +543.7% | +713.2% |
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