-47.3%
TE vs HTZ
-85.9%
+38.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.1% |
| 7D | -4.0% | +7.5% | -11.4% | -5.4% |
| 30D | -15.9% | +47.4% | -63.3% | -23.4% |
| 3M | -60.5% | -54.9% | -5.6% | -56.0% |
| 6M | -35.2% | -47.0% | +11.8% | -32.8% |
| YTD | -31.1% | -55.3% | +24.1% | -26.5% |
| 1Y | +148.6% | -57.6% | +206.3% | +163.0% |
| 3Y | -26.4% | -86.6% | +60.2% | -7.0% |
| All | -47.3% | -85.9% | +38.6% | -29.1% |
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