-86.4%
HTZ vs APD
+27.6%
-114.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | +7.5% | -2.2% | +9.7% | +8.8% |
| 30D | +47.4% | +2.1% | +45.3% | +45.8% |
| 3M | -54.9% | +7.2% | -62.1% | -56.7% |
| 6M | -47.0% | +11.2% | -58.3% | -50.3% |
| YTD | -55.3% | +24.4% | -79.6% | -60.7% |
| 1Y | -57.6% | +6.7% | -64.3% | -59.6% |
| 3Y | -86.6% | +9.2% | -95.8% | -87.6% |
| All | -86.4% | +27.6% | -114.0% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling