+16.2%
TMUS vs HTZ
-91.9%
+108.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -20.8% | +21.7% | +1.3% |
| 7D | +9.0% | -7.7% | +16.8% | +9.1% |
| 30D | -3.2% | -13.1% | +9.9% | -3.0% |
| 3M | -6.9% | +14.7% | -21.6% | -7.5% |
| 6M | -16.4% | -70.6% | +54.2% | -14.9% |
| YTD | -19.6% | -65.2% | +45.5% | -18.6% |
| 1Y | -19.9% | -73.2% | +53.3% | -18.4% |
| 3Y | +14.5% | -80.8% | +95.3% | +17.2% |
| 5Y | +37.7% | -94.8% | +132.5% | +46.5% |
| All | +16.2% | -91.9% | +108.1% | +23.3% |
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