+296.4%
ARM vs HTZ
-85.5%
+382.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.3% | +2.6% | +3.8% |
| 7D | +5.5% | +7.5% | -2.0% | +4.7% |
| 30D | -8.2% | +47.4% | -55.6% | -12.9% |
| 3M | -35.9% | -54.9% | +19.0% | -32.5% |
| 6M | +103.1% | -47.0% | +150.1% | +109.6% |
| YTD | +130.6% | -55.3% | +185.9% | +141.1% |
| 1Y | +86.1% | -57.6% | +143.7% | +93.0% |
| All | +296.4% | -85.5% | +382.0% | +440.6% |
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