-75.4%
TE vs HTZ
-92.6%
+17.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.9% |
| 7D | -10.5% | -16.4% | +5.9% | -7.4% |
| 30D | -32.4% | -15.1% | -17.3% | -30.4% |
| 3M | -60.9% | -28.2% | -32.7% | -59.0% |
| 6M | -62.8% | -73.1% | +10.2% | -54.9% |
| YTD | -65.7% | -68.3% | +2.6% | -61.2% |
| 1Y | -39.9% | -75.2% | +35.3% | -28.3% |
| 3Y | +10.6% | -81.1% | +91.8% | +20.8% |
| 5Y | -79.7% | -95.0% | +15.3% | -73.9% |
| All | -75.4% | -92.6% | +17.2% | -69.2% |
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