+105.5%
TDG vs HTZ
-90.6%
+196.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.4% |
| 7D | -2.4% | -10.4% | +8.0% | -1.8% |
| 30D | -8.0% | -2.4% | -5.6% | -8.2% |
| 3M | -10.5% | -60.9% | +50.4% | -6.8% |
| 6M | -11.9% | -50.2% | +38.3% | -9.9% |
| YTD | -15.4% | -59.7% | +44.4% | -12.5% |
| 1Y | -14.2% | -66.0% | +51.8% | -11.0% |
| 3Y | +51.0% | -87.1% | +138.1% | +73.9% |
| 5Y | +126.5% | -86.9% | +213.3% | +160.3% |
| All | +105.5% | -90.6% | +196.1% | +144.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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