-44.3%
TNA vs HTZ
-92.5%
+48.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.4% | +11.2% | +5.3% |
| 7D | -7.0% | -14.6% | +7.6% | -2.7% |
| 30D | -6.4% | -20.8% | +14.3% | -0.3% |
| 3M | -25.7% | -18.8% | -6.9% | -23.4% |
| 6M | -19.7% | -74.7% | +55.0% | +11.6% |
| YTD | +18.3% | -68.1% | +86.4% | +48.5% |
| 1Y | +24.6% | -73.5% | +98.0% | +65.8% |
| 3Y | +112.8% | -81.8% | +194.6% | +164.3% |
| 5Y | -49.5% | -95.2% | +45.7% | +8.7% |
| All | -44.3% | -92.5% | +48.2% | +15.5% |
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 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