-85.6%
HTZ vs TLN
+583.6%
-669.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.4% | +0.6% |
| 7D | +7.5% | +7.1% | +0.4% | +6.0% |
| 30D | +47.4% | -3.9% | +51.3% | +49.2% |
| 3M | -54.9% | -16.2% | -38.7% | -53.3% |
| 6M | -47.0% | -5.8% | -41.2% | -46.2% |
| YTD | -55.3% | -15.4% | -39.8% | -54.1% |
| 1Y | -57.6% | -16.7% | -41.0% | -56.8% |
| 3Y | -86.6% | +473.8% | -560.4% | -90.9% |
| All | -85.6% | +583.6% | -669.2% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling