-40.5%
TEAM vs HTZ
-92.5%
+52.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -8.4% | -7.8% | -15.0% |
| 7D | -19.8% | -14.6% | -5.3% | -18.3% |
| 30D | -21.5% | -20.8% | -0.7% | -19.4% |
| 3M | +39.5% | -18.8% | +58.3% | +41.4% |
| 6M | +73.1% | -74.7% | +147.8% | +99.6% |
| YTD | -5.2% | -68.1% | +62.9% | +3.3% |
| 1Y | -1.6% | -73.5% | +71.9% | +10.2% |
| 3Y | -11.4% | -81.8% | +70.4% | -5.0% |
| 5Y | -65.1% | -95.2% | +30.1% | -47.7% |
| All | -40.5% | -92.5% | +52.0% | -10.0% |
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