+66.5%
TEL vs HTZ
-86.4%
+153.0%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +3.0% | +7.5% | -4.5% | +2.4% |
| 30D | -3.9% | +47.4% | -51.4% | -7.2% |
| 3M | -5.1% | -54.9% | +49.8% | -1.0% |
| 6M | +0.6% | -47.0% | +47.6% | +3.7% |
| YTD | -7.3% | -55.3% | +48.0% | -3.5% |
| 1Y | +1.1% | -57.6% | +58.8% | +4.9% |
| All | +66.5% | -86.4% | +153.0% | +90.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling