+228.5%
TPR vs HTZ
-89.5%
+318.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -2.3% | +7.5% | -9.8% | -3.2% |
| 30D | -23.0% | +47.4% | -70.4% | -27.3% |
| 3M | -12.5% | -54.9% | +42.4% | -5.8% |
| 6M | -21.4% | -47.0% | +25.6% | -17.9% |
| YTD | -3.5% | -55.3% | +51.7% | +2.8% |
| 1Y | +17.4% | -57.6% | +75.0% | +24.0% |
| 3Y | +291.3% | -86.6% | +377.9% | +377.8% |
| 5Y | +241.9% | -86.1% | +328.0% | +303.4% |
| All | +228.5% | -89.5% | +318.0% | +314.0% |
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