-43.4%
TOST vs HTZ
-86.3%
+42.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +9.2% | -3.7% | +3.9% |
| 7D | +10.7% | +18.9% | -8.2% | +7.4% |
| 30D | +17.7% | +26.3% | -8.5% | +12.5% |
| 3M | +4.6% | +49.7% | -45.1% | -5.6% |
| 6M | +20.3% | -61.1% | +81.4% | +34.7% |
| YTD | -0.4% | -56.0% | +55.6% | +5.9% |
| 1Y | -0.8% | -66.4% | +65.7% | +11.8% |
| 3Y | +102.2% | -75.8% | +178.0% | +117.6% |
| 5Y | -41.3% | -93.1% | +51.8% | +3.5% |
| All | -43.4% | -86.3% | +42.9% | +8.1% |
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