-93.4%
HTZ vs TDY
+41.0%
-134.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.4% | -14.4% | -16.5% |
| 7D | -7.7% | -12.7% | +4.9% | +1.3% |
| 30D | -13.1% | -4.9% | -8.2% | -10.2% |
| 3M | +14.7% | -13.5% | +28.2% | +26.6% |
| 6M | -70.6% | -6.4% | -64.3% | -69.4% |
| YTD | -65.2% | +15.9% | -81.0% | -68.5% |
| 1Y | -73.2% | +15.4% | -88.6% | -75.7% |
| 3Y | -80.8% | +55.9% | -136.8% | -86.2% |
| 5Y | -94.8% | +32.6% | -127.4% | -96.0% |
| All | -93.4% | +41.0% | -134.4% | -95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling