-91.6%
HTZ vs APD
+25.0%
-116.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.9% | +7.3% | +8.1% |
| 7D | +18.9% | +3.8% | +15.1% | +16.5% |
| 30D | +26.3% | +14.1% | +12.2% | +17.4% |
| 3M | +49.7% | +8.2% | +41.5% | +43.4% |
| 6M | -61.1% | +7.5% | -68.6% | -62.7% |
| YTD | -56.0% | +31.7% | -87.7% | -62.6% |
| 1Y | -66.4% | +35.1% | -101.5% | -72.2% |
| 3Y | -75.8% | +16.8% | -92.6% | -78.5% |
| 5Y | -93.1% | +19.4% | -112.4% | -94.4% |
| All | -91.6% | +25.0% | -116.6% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling