-93.4%
HTZ vs TECH
-33.8%
-59.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.1% | -20.7% | -20.8% |
| 7D | -7.7% | -0.1% | -7.7% | -7.7% |
| 30D | -13.1% | +0.3% | -13.4% | -13.2% |
| 3M | +14.7% | +1.0% | +13.7% | +14.3% |
| 6M | -70.6% | +28.6% | -99.2% | -75.3% |
| YTD | -65.2% | +24.1% | -89.3% | -70.0% |
| 1Y | -73.2% | +21.9% | -95.1% | -76.7% |
| 3Y | -80.8% | +25.7% | -106.5% | -84.3% |
| 5Y | -94.8% | -40.2% | -54.6% | -94.0% |
| All | -93.4% | -33.8% | -59.6% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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