-77.8%
TE vs HTZ
-93.2%
+15.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -8.0% | -1.6% | -8.1% |
| 7D | -26.9% | -27.5% | +0.7% | -22.3% |
| 30D | -38.9% | -21.9% | -17.1% | -36.0% |
| 3M | -61.0% | -29.2% | -31.8% | -59.0% |
| 6M | -66.4% | -75.2% | +8.8% | -58.6% |
| YTD | -69.0% | -70.8% | +1.8% | -64.4% |
| 1Y | -54.0% | -76.1% | +22.1% | -44.7% |
| 3Y | +38.0% | -82.5% | +120.5% | +52.7% |
| 5Y | -81.0% | -94.1% | +13.1% | -74.9% |
| All | -77.8% | -93.2% | +15.4% | -71.7% |
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 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