-93.4%
HTZ vs TRU
-22.6%
-70.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.9% | -21.7% | -21.2% |
| 7D | -7.7% | +9.8% | -17.6% | -11.5% |
| 30D | -13.1% | +30.7% | -43.8% | -23.2% |
| 3M | +14.7% | +3.8% | +10.9% | +11.7% |
| 6M | -70.6% | +21.9% | -92.5% | -74.4% |
| YTD | -65.2% | -2.8% | -62.3% | -66.4% |
| 1Y | -73.2% | +4.8% | -78.0% | -75.2% |
| 3Y | -80.8% | +67.6% | -148.4% | -87.4% |
| 5Y | -94.8% | -25.0% | -69.8% | -94.3% |
| All | -93.4% | -22.6% | -70.8% | -93.6% |
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