+15.0%
TFC vs HTZ
-93.2%
+108.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.6% | +3.8% | +1.5% |
| 7D | +2.3% | -8.5% | +10.8% | +3.1% |
| 30D | +10.8% | -18.9% | +29.7% | +12.6% |
| 3M | -3.8% | -36.0% | +32.3% | -0.2% |
| 6M | +9.6% | -74.6% | +84.2% | +22.5% |
| YTD | +5.8% | -70.8% | +76.6% | +15.0% |
| 1Y | +16.2% | -75.3% | +91.5% | +28.6% |
| 3Y | +96.0% | -81.6% | +177.6% | +107.7% |
| 5Y | +1.7% | -94.4% | +96.1% | +29.5% |
| All | +15.0% | -93.2% | +108.2% | +45.5% |
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