-93.4%
HTZ vs TRU
-26.3%
-67.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.6% | +4.6% | +7.1% |
| 7D | +18.9% | +10.5% | +8.4% | +13.8% |
| 30D | +26.3% | +28.7% | -2.4% | +12.3% |
| 3M | +49.7% | +0.7% | +49.0% | +47.8% |
| 6M | -61.1% | +19.3% | -80.4% | -65.9% |
| YTD | -56.0% | -3.7% | -52.3% | -57.4% |
| 1Y | -66.4% | +3.4% | -69.8% | -68.7% |
| 3Y | -75.8% | +66.0% | -141.8% | -84.2% |
| All | -93.4% | -26.3% | -67.1% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling