-74.7%
TE vs HTZ
-92.5%
+17.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.4% | +11.9% | +5.1% |
| 7D | -12.6% | -14.6% | +2.0% | -9.9% |
| 30D | -36.7% | -20.8% | -16.0% | -34.0% |
| 3M | -57.5% | -18.8% | -38.7% | -56.5% |
| 6M | -55.2% | -74.7% | +19.5% | -45.1% |
| YTD | -64.7% | -68.1% | +3.4% | -60.1% |
| 1Y | -35.9% | -73.5% | +37.6% | -24.6% |
| 3Y | -31.8% | -81.8% | +50.0% | -24.6% |
| 5Y | -79.4% | -95.2% | +15.8% | -73.7% |
| All | -74.7% | -92.5% | +17.9% | -68.3% |
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