+98.5%
TJX vs HTZ
-87.1%
+185.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.0% | +2.6% | -2.1% |
| 7D | -3.3% | -2.5% | -0.8% | -3.1% |
| 30D | -19.9% | -3.7% | -16.1% | -20.0% |
| 3M | -19.0% | -57.0% | +37.9% | -16.4% |
| 6M | -18.6% | -47.0% | +28.4% | -17.5% |
| YTD | -15.3% | -57.5% | +42.2% | -13.1% |
| 1Y | -7.3% | -63.5% | +56.1% | -4.8% |
| 3Y | +46.6% | -86.3% | +132.9% | +64.7% |
| 5Y | +98.5% | -86.8% | +185.3% | +129.5% |
| All | +98.5% | -87.1% | +185.6% | +129.5% |
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