-44.5%
TOST vs HTZ
-90.1%
+45.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.4% | +7.0% | 0.0% |
| 7D | +9.4% | -14.6% | +24.0% | +11.8% |
| 30D | +13.5% | -20.8% | +34.3% | +17.1% |
| 3M | -0.1% | -18.8% | +18.7% | +0.8% |
| 6M | +22.5% | -74.7% | +97.2% | +47.9% |
| YTD | -2.4% | -68.1% | +65.7% | +9.1% |
| 1Y | -4.7% | -73.5% | +68.8% | +10.6% |
| 3Y | +103.2% | -81.8% | +185.0% | +125.8% |
| 5Y | -41.2% | -95.2% | +54.0% | +9.2% |
| All | -44.5% | -90.1% | +45.6% | +11.4% |
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