+112.2%
TDG vs HTZ
-89.5%
+201.7%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | +0.3% |
| 7D | -2.0% | +7.5% | -9.5% | -2.4% |
| 30D | -7.4% | +47.4% | -54.8% | -10.0% |
| 3M | -5.4% | -54.9% | +49.5% | -2.3% |
| 6M | -11.6% | -47.0% | +35.4% | -9.9% |
| YTD | -12.6% | -55.3% | +42.6% | -10.2% |
| 1Y | -9.3% | -57.6% | +48.3% | -7.2% |
| 3Y | +49.2% | -86.6% | +135.8% | +72.8% |
| 5Y | +132.1% | -86.1% | +218.3% | +166.0% |
| All | +112.2% | -89.5% | +201.7% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling