+22.2%
TMO vs HTZ
-89.5%
+111.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.4% | +7.5% | -8.8% | -1.8% |
| 30D | +6.2% | +47.4% | -41.2% | +3.4% |
| 3M | +27.5% | -54.9% | +82.4% | +31.5% |
| 6M | +20.0% | -47.0% | +67.0% | +22.1% |
| YTD | +6.1% | -55.3% | +61.4% | +9.1% |
| 1Y | +25.8% | -57.6% | +83.5% | +28.8% |
| 3Y | +11.2% | -86.6% | +97.8% | +22.8% |
| 5Y | +9.6% | -86.1% | +95.7% | +19.1% |
| All | +22.2% | -89.5% | +111.7% | +33.7% |
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