+147.2%
ARES vs HTZ
-91.9%
+239.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -20.8% | +18.5% | +0.3% |
| 7D | +4.9% | -7.7% | +12.6% | +5.6% |
| 30D | +13.6% | -13.1% | +26.7% | +15.0% |
| 3M | -3.3% | +14.7% | -18.1% | -7.0% |
| 6M | +11.0% | -70.6% | +81.6% | +25.3% |
| YTD | -14.4% | -65.2% | +50.8% | -6.4% |
| 1Y | -9.1% | -73.2% | +64.0% | +2.4% |
| 3Y | +37.1% | -80.8% | +117.9% | +49.8% |
| 5Y | +83.3% | -94.8% | +178.1% | +140.4% |
| All | +147.2% | -91.9% | +239.1% | +223.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling