-88.8%
HTZ vs TLN
+581.9%
-670.7%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -3.2% | -17.6% | -20.1% |
| 7D | -7.7% | -9.4% | +1.6% | -5.9% |
| 30D | -13.1% | -15.2% | +2.1% | -10.3% |
| 3M | +14.7% | -4.1% | +18.9% | +15.9% |
| 6M | -70.6% | -17.8% | -52.8% | -69.6% |
| YTD | -65.2% | -15.6% | -49.5% | -64.4% |
| 1Y | -73.2% | -21.6% | -51.6% | -72.4% |
| 3Y | -80.8% | +497.6% | -578.4% | -87.2% |
| All | -88.8% | +581.9% | -670.7% | -92.6% |
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 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