-91.5%
HTZ vs TENB
-17.6%
-73.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.5% |
| 7D | +7.5% | -9.1% | +16.6% | +9.6% |
| 30D | +47.4% | -4.9% | +52.3% | +47.8% |
| 3M | -54.9% | +16.9% | -71.8% | -57.9% |
| 6M | -47.0% | +68.0% | -115.0% | -56.3% |
| YTD | -55.3% | +45.6% | -100.8% | -61.7% |
| 1Y | -57.6% | +12.7% | -70.4% | -60.6% |
| 3Y | -86.6% | -24.4% | -62.2% | -86.0% |
| 5Y | -86.1% | -26.7% | -59.4% | -85.6% |
| All | -91.5% | -17.6% | -73.9% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling