-57.6%
HTZ vs ADVB
+5.8%
-63.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.3% |
| 7D | +7.5% | -3.8% | +11.2% | +7.4% |
| 30D | +47.4% | +17.6% | +29.9% | +49.0% |
| 3M | -54.9% | +119.1% | -174.0% | -53.7% |
| 6M | -47.0% | +103.4% | -150.4% | -45.6% |
| YTD | -55.3% | +59.8% | -115.1% | -54.2% |
| 1Y | -57.6% | +8.5% | -66.2% | -56.4% |
| All | -57.6% | +5.8% | -63.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling