-95.0%
HTZ vs TENB
-24.8%
-70.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.6% | -3.8% | -7.4% |
| 7D | -14.6% | -17.0% | +2.4% | -10.9% |
| 30D | -20.8% | +8.2% | -29.0% | -22.0% |
| 3M | -18.8% | +16.5% | -35.3% | -22.3% |
| 6M | -74.7% | +99.1% | -173.8% | -79.7% |
| YTD | -68.1% | +79.0% | -147.1% | -74.0% |
| 1Y | -73.5% | +53.9% | -127.4% | -77.2% |
| 3Y | -81.8% | +13.8% | -95.7% | -82.8% |
| All | -95.0% | -24.8% | -70.2% | -94.5% |
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