+73.5%
TEL vs HTZ
-92.6%
+166.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.7% |
| 7D | +0.6% | -16.4% | +17.0% | +2.2% |
| 30D | +0.2% | -15.1% | +15.3% | +1.5% |
| 3M | +1.5% | -28.2% | +29.7% | +3.7% |
| 6M | +6.9% | -73.1% | +80.0% | +18.4% |
| YTD | -2.8% | -68.3% | +65.5% | +5.3% |
| 1Y | -8.8% | -75.2% | +66.4% | +1.0% |
| 3Y | +84.3% | -81.1% | +165.4% | +97.9% |
| 5Y | +46.8% | -95.0% | +141.8% | +85.3% |
| All | +73.5% | -92.6% | +166.1% | +119.0% |
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