+64.2%
TEL vs HTZ
-92.5%
+156.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.7% | +1.1% |
| 7D | -2.8% | -14.6% | +11.8% | -1.5% |
| 30D | -4.1% | -20.8% | +16.7% | -2.2% |
| 3M | -3.4% | -18.8% | +15.4% | -2.5% |
| 6M | -3.5% | -74.7% | +71.2% | +7.7% |
| YTD | -8.0% | -68.1% | +60.1% | -0.4% |
| 1Y | -13.7% | -73.5% | +59.8% | -5.1% |
| 3Y | +71.9% | -81.8% | +153.7% | +86.0% |
| 5Y | +40.9% | -95.2% | +136.1% | +78.5% |
| All | +64.2% | -92.5% | +156.7% | +107.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling