-85.9%
HTZ vs TLN
+604.6%
-690.5%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -8.5% | +17.7% | +10.9% |
| 7D | +18.9% | -6.0% | +25.0% | +20.1% |
| 30D | +26.3% | -1.5% | +27.8% | +26.2% |
| 3M | +49.7% | -3.9% | +53.6% | +50.5% |
| 6M | -61.1% | -15.0% | -46.1% | -60.1% |
| YTD | -56.0% | -12.8% | -43.2% | -55.4% |
| 1Y | -66.4% | -17.3% | -49.1% | -65.8% |
| 3Y | -75.8% | +517.5% | -593.3% | -84.0% |
| All | -85.9% | +604.6% | -690.5% | -90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling