-93.4%
HTZ vs TSN
-4.1%
-89.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +0.1% | -20.9% | -20.9% |
| 7D | -7.7% | +6.9% | -14.6% | -10.1% |
| 30D | -13.1% | +15.7% | -28.8% | -18.0% |
| 3M | +14.7% | +4.3% | +10.5% | +12.6% |
| 6M | -70.6% | -10.6% | -60.0% | -69.4% |
| YTD | -65.2% | +5.2% | -70.4% | -66.7% |
| 1Y | -73.2% | +18.7% | -91.9% | -76.0% |
| 3Y | -80.8% | +41.8% | -122.6% | -84.0% |
| 5Y | -94.8% | -13.6% | -81.2% | -94.9% |
| All | -93.4% | -4.1% | -89.3% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling