+340.0%
TEVA vs HTZ
-93.0%
+433.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +1.3% |
| 7D | +4.5% | -14.0% | +18.4% | +5.4% |
| 30D | +5.8% | -19.8% | +25.6% | +6.9% |
| 3M | +18.8% | -45.0% | +63.8% | +22.6% |
| 6M | +21.9% | -73.2% | +95.1% | +30.4% |
| YTD | +39.9% | -70.0% | +109.9% | +47.0% |
| 1Y | +69.0% | -75.7% | +144.7% | +80.4% |
| 3Y | +402.9% | -82.1% | +484.9% | +433.0% |
| 5Y | +359.0% | -94.3% | +453.3% | +474.7% |
| All | +340.0% | -93.0% | +433.0% | +448.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling