-45.3%
TNA vs HTZ
-94.4%
+49.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.2% |
| 7D | +3.7% | -8.5% | +12.3% | +6.5% |
| 30D | +4.4% | -18.9% | +23.3% | +10.6% |
| 3M | -26.7% | -36.0% | +9.4% | -17.2% |
| 6M | -12.8% | -74.6% | +61.7% | +22.1% |
| YTD | +22.7% | -70.8% | +93.5% | +59.4% |
| 1Y | +35.7% | -75.3% | +111.0% | +86.5% |
| 3Y | +134.6% | -81.6% | +216.1% | +189.0% |
| All | -45.3% | -94.4% | +49.1% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling