-86.4%
HTZ vs TD
+124.9%
-211.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.6% |
| 7D | +7.5% | +0.3% | +7.2% | +7.1% |
| 30D | +47.4% | +0.4% | +47.0% | +46.8% |
| 3M | -54.9% | +7.6% | -62.5% | -58.0% |
| 6M | -47.0% | +25.0% | -72.0% | -56.9% |
| YTD | -55.3% | +31.0% | -86.3% | -65.2% |
| 1Y | -57.6% | +65.2% | -122.8% | -73.9% |
| 3Y | -86.6% | +122.5% | -209.1% | -93.7% |
| All | -86.4% | +124.9% | -211.3% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling