-80.2%
HTZ vs TDY
+55.6%
-135.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.4% | -14.4% | -17.0% |
| 7D | -7.7% | -12.7% | +4.9% | +0.1% |
| 30D | -13.1% | -4.9% | -8.2% | -10.5% |
| 3M | +14.7% | -13.5% | +28.2% | +25.2% |
| 6M | -70.6% | -6.4% | -64.3% | -69.5% |
| YTD | -65.2% | +15.9% | -81.0% | -67.7% |
| 1Y | -73.2% | +15.4% | -88.6% | -75.1% |
| All | -80.2% | +55.6% | -135.7% | -86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling