-91.5%
HTZ vs TMF
-86.7%
-4.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | +7.5% | -1.4% | +8.9% | +7.6% |
| 30D | +47.4% | -2.8% | +50.3% | +47.6% |
| 3M | -54.9% | -10.9% | -44.0% | -54.7% |
| 6M | -47.0% | -21.3% | -25.7% | -46.3% |
| YTD | -55.3% | -15.9% | -39.4% | -54.9% |
| 1Y | -57.6% | -15.7% | -41.9% | -57.3% |
| 3Y | -86.6% | -43.4% | -43.2% | -86.5% |
| 5Y | -86.1% | -87.8% | +1.6% | -88.6% |
| All | -91.5% | -86.7% | -4.8% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling