+257.2%
TPR vs HTZ
-92.5%
+349.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.4% | +7.4% | 0.0% |
| 7D | +14.2% | -14.6% | +28.8% | +15.6% |
| 30D | +17.1% | -20.8% | +37.9% | +19.4% |
| 3M | -17.7% | -18.8% | +1.1% | -16.9% |
| 6M | -10.2% | -74.7% | +64.5% | +2.9% |
| YTD | +4.9% | -68.1% | +73.0% | +15.3% |
| 1Y | +36.1% | -73.5% | +109.6% | +52.8% |
| 3Y | +416.5% | -81.8% | +498.3% | +463.2% |
| 5Y | +254.8% | -95.2% | +350.0% | +361.7% |
| All | +257.2% | -92.5% | +349.7% | +364.3% |
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