+17.2%
TMUS vs HTZ
-92.5%
+109.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.4% | +9.3% | +1.0% |
| 7D | +3.6% | -14.6% | +18.1% | +3.8% |
| 30D | -3.4% | -20.8% | +17.4% | -3.0% |
| 3M | -9.5% | -18.8% | +9.4% | -9.4% |
| 6M | -15.2% | -74.7% | +59.5% | -13.4% |
| YTD | -18.9% | -68.1% | +49.2% | -17.8% |
| 1Y | -17.7% | -73.5% | +55.8% | -16.2% |
| 3Y | +15.6% | -81.8% | +97.5% | +18.2% |
| 5Y | +38.9% | -95.2% | +134.1% | +48.1% |
| All | +17.2% | -92.5% | +109.8% | +24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling