-93.9%
HTZ vs TD
+114.9%
-208.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -0.6% | -7.8% | -7.8% |
| 7D | -14.6% | -1.7% | -12.9% | -12.0% |
| 30D | -20.8% | +8.2% | -29.0% | -25.9% |
| 3M | -18.8% | +1.7% | -20.5% | -19.2% |
| 6M | -74.7% | +14.2% | -88.9% | -77.6% |
| YTD | -68.1% | +32.8% | -100.8% | -75.4% |
| 1Y | -73.5% | +55.5% | -129.0% | -82.5% |
| 3Y | -81.8% | +129.6% | -211.4% | -91.9% |
| 5Y | -95.2% | +102.2% | -197.4% | -97.6% |
| All | -93.9% | +114.9% | -208.9% | -97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling