-94.8%
HTZ vs TENB
-18.1%
-76.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.7% | -14.1% | -19.4% |
| 7D | -7.7% | -14.7% | +7.0% | -4.4% |
| 30D | -13.1% | +11.9% | -25.0% | -15.1% |
| 3M | +14.7% | +22.7% | -7.9% | +8.6% |
| 6M | -70.6% | +110.1% | -180.7% | -76.8% |
| YTD | -65.2% | +87.7% | -152.9% | -71.9% |
| 1Y | -73.2% | +59.7% | -132.8% | -77.1% |
| 3Y | -80.8% | +19.0% | -99.8% | -82.0% |
| 5Y | -94.8% | -20.7% | -74.1% | -94.3% |
| All | -94.8% | -18.1% | -76.7% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling