-93.9%
HTZ vs TSN
-4.5%
-89.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.7% | +10.0% | +9.6% |
| 7D | -27.4% | -0.3% | -27.2% | -27.4% |
| 30D | -11.4% | +11.8% | -23.1% | -15.2% |
| 3M | -33.1% | +7.1% | -40.1% | -35.1% |
| 6M | -73.5% | -9.2% | -64.3% | -72.6% |
| YTD | -68.1% | +4.8% | -72.9% | -69.5% |
| 1Y | -74.3% | +11.6% | -85.9% | -76.3% |
| 3Y | -80.9% | +41.5% | -122.4% | -84.1% |
| 5Y | -93.8% | -15.5% | -78.2% | -93.9% |
| All | -93.9% | -4.5% | -89.4% | -93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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