+31.4%
TMUS vs HTZ
-89.5%
+120.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.5% |
| 7D | +0.1% | +7.5% | -7.4% | -0.1% |
| 30D | +5.3% | +47.4% | -42.2% | +4.1% |
| 3M | +3.1% | -54.9% | +58.0% | +4.3% |
| 6M | -16.5% | -47.0% | +30.6% | -16.0% |
| YTD | -9.2% | -55.3% | +46.1% | -8.4% |
| 1Y | -26.5% | -57.6% | +31.2% | -25.9% |
| 3Y | +39.0% | -86.6% | +125.6% | +48.2% |
| 5Y | +40.4% | -86.1% | +126.5% | +49.0% |
| All | +31.4% | -89.5% | +120.9% | +38.9% |
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