-84.3%
TE vs HTZ
-94.4%
+10.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -2.5% |
| 7D | -19.1% | -8.5% | -10.5% | -17.4% |
| 30D | -34.1% | -18.9% | -15.2% | -31.2% |
| 3M | -60.1% | -36.0% | -24.1% | -56.5% |
| 6M | -66.0% | -74.6% | +8.6% | -57.1% |
| YTD | -71.4% | -70.8% | -0.6% | -66.6% |
| 1Y | -45.3% | -75.3% | +30.0% | -33.3% |
| 3Y | +9.1% | -81.6% | +90.7% | +23.2% |
| All | -84.3% | -94.4% | +10.1% | -75.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling