+351.6%
APP vs HTZ
-89.5%
+441.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.1% |
| 7D | +0.9% | +7.5% | -6.6% | +0.1% |
| 30D | -23.3% | +47.4% | -70.7% | -28.2% |
| 3M | -42.6% | -54.9% | +12.3% | -38.5% |
| 6M | -33.6% | -47.0% | +13.4% | -31.5% |
| YTD | -52.4% | -55.3% | +2.8% | -49.9% |
| 1Y | -35.9% | -57.6% | +21.8% | -32.9% |
| 3Y | +642.2% | -86.6% | +728.8% | +904.5% |
| 5Y | +311.1% | -86.1% | +397.2% | +490.5% |
| All | +351.6% | -89.5% | +441.2% | +552.8% |
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