-45.6%
TE vs HTZ
-90.1%
+44.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -5.0% | +15.0% | +10.9% |
| 7D | +18.2% | -2.5% | +20.7% | +18.6% |
| 30D | -13.5% | -3.7% | -9.8% | -14.1% |
| 3M | -44.6% | -57.0% | +12.4% | -38.0% |
| 6M | -24.7% | -47.0% | +22.3% | -22.2% |
| YTD | -24.3% | -57.5% | +33.2% | -18.7% |
| 1Y | +155.6% | -63.5% | +219.0% | +178.4% |
| 3Y | -18.3% | -86.3% | +68.1% | -1.0% |
| 5Y | -41.3% | -86.8% | +45.5% | -25.8% |
| All | -45.6% | -90.1% | +44.4% | -35.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling