-20.8%
TGT vs HTZ
-89.5%
+68.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | +0.1% |
| 7D | +0.8% | +7.5% | -6.7% | +0.1% |
| 30D | +12.2% | +47.4% | -35.2% | +7.1% |
| 3M | +33.8% | -54.9% | +88.7% | +40.9% |
| 6M | +39.3% | -47.0% | +86.3% | +42.4% |
| YTD | +72.9% | -55.3% | +128.1% | +79.7% |
| 1Y | +84.6% | -57.6% | +142.2% | +90.1% |
| 3Y | +46.2% | -86.6% | +132.8% | +66.8% |
| 5Y | -21.3% | -86.1% | +64.8% | -10.3% |
| All | -20.8% | -89.5% | +68.7% | -9.3% |
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