+13.5%
TFC vs HTZ
-91.9%
+105.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -20.8% | +18.8% | +0.1% |
| 7D | +1.1% | -7.7% | +8.8% | +1.6% |
| 30D | +7.8% | -13.1% | +20.9% | +8.8% |
| 3M | -4.8% | +14.7% | -19.5% | -7.9% |
| 6M | +1.8% | -70.6% | +72.4% | +12.3% |
| YTD | +4.4% | -65.2% | +69.6% | +11.6% |
| 1Y | +18.0% | -73.2% | +91.1% | +29.7% |
| 3Y | +85.2% | -80.8% | +166.0% | +98.8% |
| 5Y | -1.4% | -94.8% | +93.4% | +25.1% |
| All | +13.5% | -91.9% | +105.4% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling