-91.5%
HTZ vs TDY
+45.5%
-137.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.0% |
| 7D | +7.5% | -1.8% | +9.3% | +8.7% |
| 30D | +47.4% | -10.7% | +58.1% | +59.3% |
| 3M | -54.9% | -1.3% | -53.6% | -54.8% |
| 6M | -47.0% | -10.6% | -36.4% | -43.1% |
| YTD | -55.3% | +19.6% | -74.8% | -60.4% |
| 1Y | -57.6% | +11.6% | -69.3% | -61.0% |
| 3Y | -86.6% | +45.2% | -131.8% | -89.8% |
| 5Y | -86.1% | +36.1% | -122.2% | -89.3% |
| All | -91.5% | +45.5% | -137.0% | -93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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