+803.3%
APP vs HTZ
-81.0%
+884.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -20.8% | +51.8% | +31.1% |
| 7D | +39.7% | -7.7% | +47.4% | +39.3% |
| 30D | +27.7% | -13.1% | +40.8% | +27.4% |
| 3M | -14.8% | +14.7% | -29.5% | -16.0% |
| 6M | -25.5% | -70.6% | +45.1% | -22.7% |
| YTD | -47.2% | -65.2% | +18.0% | -45.7% |
| 1Y | -42.3% | -73.2% | +30.9% | -40.2% |
| All | +803.3% | -81.0% | +884.3% | +942.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling