-23.7%
TGT vs HTZ
-92.5%
+68.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.4% | +8.7% | +1.1% |
| 7D | +2.6% | -14.6% | +17.2% | +3.9% |
| 30D | +5.0% | -20.8% | +25.7% | +6.9% |
| 3M | +8.5% | -18.8% | +27.3% | +9.5% |
| 6M | +23.8% | -74.7% | +98.5% | +37.3% |
| YTD | +66.5% | -68.1% | +134.6% | +77.8% |
| 1Y | +84.9% | -73.5% | +158.4% | +101.1% |
| 3Y | +59.2% | -81.8% | +141.0% | +68.0% |
| 5Y | -27.2% | -95.2% | +68.0% | -14.1% |
| All | -23.7% | -92.5% | +68.8% | -10.3% |
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