-86.5%
HTZ vs APD
+9.1%
-95.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | +7.5% | -2.2% | +9.7% | +8.6% |
| 30D | +47.4% | +2.1% | +45.3% | +46.1% |
| 3M | -54.9% | +7.2% | -62.1% | -56.4% |
| 6M | -47.0% | +11.2% | -58.3% | -49.8% |
| YTD | -55.3% | +24.4% | -79.6% | -59.9% |
| 1Y | -57.6% | +6.7% | -64.3% | -59.0% |
| All | -86.5% | +9.1% | -95.7% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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