-40.1%
TEAM vs HTZ
-92.6%
+52.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | -17.2% | -16.4% | -0.8% | -15.4% |
| 30D | -25.1% | -15.1% | -10.0% | -23.7% |
| 3M | +3.9% | -28.2% | +32.1% | +6.8% |
| 6M | +69.1% | -73.1% | +142.2% | +93.3% |
| YTD | -4.5% | -68.3% | +63.8% | +4.2% |
| 1Y | -1.9% | -75.2% | +73.4% | +11.1% |
| 3Y | -9.3% | -81.1% | +71.8% | -4.3% |
| 5Y | -65.2% | -95.0% | +29.9% | -47.9% |
| All | -40.1% | -92.6% | +52.5% | -9.2% |
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