+21.3%
TFC vs HTZ
-60.6%
+81.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.2% | -6.2% | +2.5% |
| 7D | +5.1% | +18.9% | -13.9% | +4.1% |
| 30D | +9.8% | +26.3% | -16.5% | +8.3% |
| 3M | -2.4% | +49.7% | -52.1% | -5.5% |
| 6M | +4.9% | -61.1% | +66.0% | +11.4% |
| YTD | +6.6% | -56.0% | +62.6% | +9.5% |
| 1Y | +21.3% | -66.4% | +87.7% | +30.4% |
| All | +21.3% | -60.6% | +81.9% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling