-91.5%
HTZ vs TRU
-25.4%
-66.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.9% | +7.3% | +4.0% |
| 7D | +7.5% | -6.8% | +14.2% | +10.6% |
| 30D | +47.4% | 0.0% | +47.4% | +46.7% |
| 3M | -54.9% | +13.3% | -68.2% | -58.9% |
| 6M | -47.0% | +3.4% | -50.4% | -49.7% |
| YTD | -55.3% | -6.4% | -48.9% | -55.9% |
| 1Y | -57.6% | -9.7% | -47.9% | -57.8% |
| 3Y | -86.6% | +0.1% | -86.8% | -88.1% |
| 5Y | -86.1% | -34.0% | -52.1% | -83.9% |
| All | -91.5% | -25.4% | -66.0% | -91.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling