-79.7%
TE vs HTZ
-95.4%
+15.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -8.4% | +11.9% | +5.2% |
| 7D | -12.6% | -14.6% | +2.0% | -9.6% |
| 30D | -36.7% | -20.8% | -16.0% | -33.7% |
| 3M | -57.5% | -18.8% | -38.7% | -56.4% |
| 6M | -55.2% | -74.7% | +19.5% | -43.8% |
| YTD | -64.7% | -68.1% | +3.4% | -59.6% |
| 1Y | -35.9% | -73.5% | +37.6% | -23.3% |
| 3Y | -31.8% | -81.8% | +50.0% | -21.8% |
| All | -79.7% | -95.4% | +15.7% | -69.9% |
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