-43.8%
TOST vs HTZ
-89.2%
+45.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -20.8% | +20.2% | +3.0% |
| 7D | +11.6% | -7.7% | +19.4% | +12.6% |
| 30D | +16.2% | -13.1% | +29.3% | +18.1% |
| 3M | +1.0% | +14.7% | -13.7% | -5.0% |
| 6M | +23.2% | -70.6% | +93.8% | +44.5% |
| YTD | -1.0% | -65.2% | +64.2% | +9.0% |
| 1Y | -9.9% | -73.2% | +63.3% | +5.0% |
| 3Y | +101.0% | -80.8% | +181.8% | +124.0% |
| 5Y | -40.4% | -94.8% | +54.4% | +9.1% |
| All | -43.8% | -89.2% | +45.4% | +11.3% |
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