-91.6%
HTZ vs TMF
-86.9%
-4.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.5% | +6.7% | +9.0% |
| 7D | +18.9% | +4.0% | +15.0% | +18.6% |
| 30D | +26.3% | +19.5% | +6.8% | +24.8% |
| 3M | +49.7% | -3.5% | +53.2% | +49.9% |
| 6M | -61.1% | -10.6% | -50.5% | -60.9% |
| YTD | -56.0% | -17.1% | -39.0% | -55.6% |
| 1Y | -66.4% | -24.3% | -42.2% | -65.9% |
| 3Y | -75.8% | -27.2% | -48.5% | -75.4% |
| 5Y | -93.1% | -87.6% | -5.5% | -94.2% |
| All | -91.6% | -86.9% | -4.7% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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