-61.1%
HTZ vs TD
+21.2%
-82.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.8% | +6.4% | +6.1% |
| 7D | +18.9% | +1.4% | +17.6% | +17.2% |
| 30D | +26.3% | +10.2% | +16.0% | +14.4% |
| 3M | +49.7% | +8.1% | +41.5% | +38.0% |
| 6M | -61.1% | +22.3% | -83.4% | -69.6% |
| All | -61.1% | +21.2% | -82.3% | -69.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling