-45.1%
HTZ vs ADVB
-97.4%
+52.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -4.5% | +13.7% | +9.2% |
| 7D | +18.9% | -29.5% | +48.5% | +18.8% |
| 30D | +26.3% | -66.9% | +93.1% | +25.4% |
| 3M | +49.7% | -73.7% | +123.4% | +48.7% |
| 6M | -61.1% | -64.8% | +3.7% | -61.6% |
| YTD | -56.0% | -64.0% | +8.0% | -56.8% |
| 1Y | -66.4% | -77.0% | +10.6% | -66.7% |
| All | -45.1% | -97.4% | +52.2% | -25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling