-38.9%
TNA vs HTZ
-92.6%
+53.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.6% | +10.2% | +9.8% |
| 7D | +2.3% | -16.4% | +18.7% | +7.7% |
| 30D | +1.4% | -15.1% | +16.5% | +5.8% |
| 3M | -21.1% | -28.2% | +7.1% | -15.4% |
| 6M | -9.4% | -73.1% | +63.7% | +23.3% |
| YTD | +29.6% | -68.3% | +97.9% | +63.1% |
| 1Y | +34.6% | -75.2% | +109.8% | +83.4% |
| 3Y | +155.9% | -81.1% | +237.0% | +210.5% |
| 5Y | -44.2% | -95.0% | +50.8% | +19.4% |
| All | -38.9% | -92.6% | +53.6% | +26.8% |
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