-93.9%
HTZ vs TDY
+55.2%
-149.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.8% | +8.6% | +8.8% |
| 7D | -27.4% | +3.0% | -30.5% | -28.5% |
| 30D | -11.4% | +6.1% | -17.5% | -15.0% |
| 3M | -33.1% | -4.5% | -28.6% | -31.1% |
| 6M | -73.5% | +2.9% | -76.4% | -74.2% |
| YTD | -68.1% | +27.5% | -95.6% | -73.0% |
| 1Y | -74.3% | +26.5% | -100.7% | -78.1% |
| 3Y | -80.9% | +70.1% | -151.0% | -87.1% |
| 5Y | -93.8% | +46.8% | -140.6% | -95.5% |
| All | -93.9% | +55.2% | -149.1% | -95.8% |
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