+12.5%
TFC vs HTZ
-92.5%
+105.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.5% | -0.1% |
| 7D | +1.2% | -14.6% | +15.8% | +2.5% |
| 30D | +8.3% | -20.8% | +29.1% | +10.4% |
| 3M | -5.2% | -18.8% | +13.6% | -4.5% |
| 6M | -0.8% | -74.7% | +73.9% | +11.2% |
| YTD | +3.4% | -68.1% | +71.5% | +11.6% |
| 1Y | +17.0% | -73.5% | +90.5% | +28.7% |
| 3Y | +86.2% | -81.8% | +168.0% | +100.1% |
| 5Y | -2.3% | -95.2% | +92.9% | +25.0% |
| All | +12.5% | -92.5% | +105.0% | +41.2% |
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