+175.7%
APP vs HTZ
-92.9%
+268.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +9.2% | +1.5% | +9.6% |
| 7D | +4.5% | +18.9% | -14.4% | +2.5% |
| 30D | -3.6% | +26.3% | -29.9% | -6.4% |
| 3M | -35.3% | +49.7% | -84.9% | -40.0% |
| 6M | -42.8% | -61.1% | +18.3% | -37.5% |
| YTD | -59.7% | -56.0% | -3.6% | -57.4% |
| 1Y | -55.4% | -66.4% | +11.1% | -51.0% |
| 3Y | +592.0% | -75.8% | +667.8% | +674.2% |
| 5Y | +175.7% | -93.1% | +268.8% | +404.8% |
| All | +175.7% | -92.9% | +268.7% | +404.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling