-93.9%
HTZ vs TRI
+25.3%
-119.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -4.7% | -3.7% | -7.6% |
| 7D | -14.6% | -4.8% | -9.8% | -14.1% |
| 30D | -20.8% | +13.4% | -34.2% | -22.6% |
| 3M | -18.8% | +13.1% | -31.9% | -21.0% |
| 6M | -74.7% | +24.4% | -99.1% | -76.2% |
| YTD | -68.1% | -11.4% | -56.7% | -66.2% |
| 1Y | -73.5% | -15.6% | -57.9% | -71.3% |
| 3Y | -81.8% | -6.5% | -75.4% | -83.5% |
| 5Y | -95.2% | +5.3% | -100.5% | -96.3% |
| All | -93.9% | +25.3% | -119.3% | -96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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