+14.5%
TFC vs HTZ
-92.5%
+107.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.3% | -9.3% | -1.0% |
| 7D | -1.2% | -27.4% | +26.2% | +1.8% |
| 30D | +7.8% | -11.4% | +19.1% | +8.5% |
| 3M | -3.0% | -33.1% | +30.1% | -0.1% |
| 6M | +5.8% | -73.5% | +79.3% | +17.9% |
| YTD | +5.3% | -68.1% | +73.4% | +13.5% |
| 1Y | +15.7% | -74.3% | +90.0% | +27.6% |
| 3Y | +94.8% | -80.9% | +175.7% | +106.9% |
| 5Y | 0.0% | -93.8% | +93.8% | +26.1% |
| All | +14.5% | -92.5% | +107.0% | +43.6% |
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