-28.5%
TNA vs HTZ
-90.1%
+61.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.0% | +3.7% | +0.2% |
| 7D | +4.1% | -2.5% | +6.5% | +4.8% |
| 30D | -7.6% | -3.7% | -3.9% | -8.3% |
| 3M | +8.1% | -57.0% | +65.1% | +28.5% |
| 6M | +49.0% | -47.0% | +96.0% | +61.7% |
| YTD | +51.7% | -57.5% | +109.2% | +76.8% |
| 1Y | +59.6% | -63.5% | +123.1% | +87.1% |
| 3Y | +118.9% | -86.3% | +205.2% | +245.9% |
| 5Y | -19.2% | -86.8% | +67.6% | +35.5% |
| All | -28.5% | -90.1% | +61.5% | +37.5% |
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