+162.2%
ARM vs HTZ
-88.7%
+250.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -20.8% | +7.7% | -10.8% |
| 7D | -27.1% | -7.7% | -19.4% | -26.4% |
| 30D | -44.9% | -13.1% | -31.8% | -44.1% |
| 3M | -39.3% | +14.7% | -54.0% | -41.1% |
| 6M | -20.2% | -70.6% | +50.4% | -12.4% |
| YTD | +52.5% | -65.2% | +117.7% | +63.2% |
| 1Y | +4.1% | -73.2% | +77.3% | +13.5% |
| 3Y | +211.7% | -80.8% | +292.5% | +290.0% |
| All | +162.2% | -88.7% | +250.9% | +266.0% |
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