+273.9%
TEVA vs HTZ
-90.7%
+364.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.5% | +2.1% |
| 7D | +2.0% | -11.3% | +13.3% | +2.8% |
| 30D | +1.0% | -27.1% | +28.1% | +2.9% |
| 3M | +7.3% | -59.5% | +66.8% | +12.2% |
| 6M | +21.7% | -50.5% | +72.2% | +24.6% |
| YTD | +18.8% | -60.3% | +79.2% | +23.4% |
| 1Y | +86.5% | -67.1% | +153.6% | +94.9% |
| 3Y | +269.4% | -87.4% | +356.9% | +339.5% |
| 5Y | +303.6% | -87.2% | +390.8% | +369.6% |
| All | +273.9% | -90.7% | +364.6% | +360.3% |
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 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