-57.6%
HTZ vs TLN
-17.2%
-40.5%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.4% | +0.2% |
| 7D | +7.5% | +7.1% | +0.4% | +5.4% |
| 30D | +47.4% | -3.9% | +51.3% | +50.1% |
| 3M | -54.9% | -16.2% | -38.7% | -52.8% |
| 6M | -47.0% | -5.8% | -41.2% | -45.4% |
| YTD | -55.3% | -15.4% | -39.8% | -53.8% |
| 1Y | -57.6% | -16.7% | -41.0% | -51.6% |
| All | -57.6% | -17.2% | -40.5% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling