-38.6%
TNA vs HTZ
-92.5%
+53.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.3% | -6.7% | -0.2% |
| 7D | -2.1% | -27.4% | +25.3% | +7.4% |
| 30D | +3.1% | -11.4% | +14.5% | +6.1% |
| 3M | -20.2% | -33.1% | +12.9% | -12.3% |
| 6M | -10.0% | -73.5% | +63.5% | +22.9% |
| YTD | +30.3% | -68.1% | +98.4% | +63.4% |
| 1Y | +31.1% | -74.3% | +105.4% | +76.3% |
| 3Y | +149.4% | -80.9% | +230.2% | +200.4% |
| 5Y | -42.5% | -93.8% | +51.3% | +18.6% |
| All | -38.6% | -92.5% | +53.9% | +27.1% |
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