+75.0%
TEM vs HTZ
-46.9%
+121.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -20.8% | +13.9% | -4.6% |
| 7D | -9.5% | -7.7% | -1.8% | -8.9% |
| 30D | -2.2% | -13.1% | +11.0% | -1.1% |
| 3M | +50.8% | +14.7% | +36.1% | +45.9% |
| 6M | +30.3% | -70.6% | +100.9% | +44.4% |
| YTD | +19.3% | -65.2% | +84.4% | +27.6% |
| 1Y | -14.4% | -73.2% | +58.8% | -5.3% |
| All | +75.0% | -46.9% | +121.9% | +50.7% |
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