-3.0%
TFC vs HTZ
-95.4%
+92.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.5% | 0.0% |
| 7D | +1.2% | -14.6% | +15.8% | +2.6% |
| 30D | +8.3% | -20.8% | +29.1% | +10.5% |
| 3M | -5.2% | -18.8% | +13.6% | -4.5% |
| 6M | -0.8% | -74.7% | +73.9% | +11.7% |
| YTD | +3.4% | -68.1% | +71.5% | +11.8% |
| 1Y | +17.0% | -73.5% | +90.5% | +29.1% |
| 3Y | +86.2% | -81.8% | +168.0% | +103.9% |
| All | -3.0% | -95.4% | +92.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling