+14.4%
TFC vs HTZ
-58.1%
+72.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +2.4% | +7.5% | -5.1% | +2.2% |
| 30D | -1.3% | +47.4% | -48.7% | -2.9% |
| 3M | +6.1% | -54.9% | +61.0% | +8.4% |
| 6M | +7.3% | -47.0% | +54.3% | +8.8% |
| YTD | +8.2% | -55.3% | +63.5% | +10.2% |
| 1Y | +14.4% | -57.6% | +72.1% | +15.0% |
| All | +14.4% | -58.1% | +72.5% | +15.0% |
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