+260.8%
TPR vs HTZ
-91.9%
+352.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -20.8% | +27.9% | +9.6% |
| 7D | +13.9% | -7.7% | +21.6% | +14.3% |
| 30D | +14.9% | -13.1% | +28.0% | +15.9% |
| 3M | -15.4% | +14.7% | -30.1% | -18.5% |
| 6M | -4.5% | -70.6% | +66.1% | +7.5% |
| YTD | +6.0% | -65.2% | +71.2% | +15.3% |
| 1Y | +24.3% | -73.2% | +97.5% | +39.6% |
| 3Y | +412.8% | -80.8% | +493.6% | +457.9% |
| 5Y | +258.4% | -94.8% | +353.2% | +361.7% |
| All | +260.8% | -91.9% | +352.7% | +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