+43.3%
TEL vs HTZ
-94.3%
+137.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.1% |
| 7D | +5.6% | -14.0% | +19.5% | +7.0% |
| 30D | +0.9% | -19.8% | +20.7% | +2.7% |
| 3M | +2.1% | -45.0% | +47.1% | +7.4% |
| 6M | +2.7% | -73.2% | +75.9% | +14.1% |
| YTD | -3.2% | -70.0% | +66.8% | +5.6% |
| 1Y | -10.6% | -75.7% | +65.1% | -0.6% |
| 3Y | +79.8% | -82.1% | +161.9% | +97.0% |
| 5Y | +43.3% | -94.3% | +137.6% | +91.4% |
| All | +43.3% | -94.3% | +137.6% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling