+83.6%
TEL vs HTZ
-80.7%
+164.3%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.3% | -8.6% | +0.1% |
| 7D | -0.4% | -27.4% | +27.1% | +1.7% |
| 30D | +1.0% | -11.4% | +12.3% | +1.6% |
| 3M | +0.7% | -33.1% | +33.8% | +2.8% |
| 6M | +7.3% | -73.5% | +80.8% | +15.5% |
| YTD | -2.5% | -68.1% | +65.6% | +3.4% |
| 1Y | -10.3% | -74.3% | +64.0% | -3.8% |
| All | +83.6% | -80.7% | +164.3% | +97.3% |
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