+256.1%
TPR vs HTZ
-95.4%
+351.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.4% | +7.4% | 0.0% |
| 7D | +14.2% | -14.6% | +28.8% | +15.7% |
| 30D | +17.1% | -20.8% | +37.9% | +19.5% |
| 3M | -17.7% | -18.8% | +1.1% | -16.8% |
| 6M | -10.2% | -74.7% | +64.5% | +3.7% |
| YTD | +4.9% | -68.1% | +73.0% | +15.8% |
| 1Y | +36.1% | -73.5% | +109.6% | +53.7% |
| 3Y | +416.5% | -81.8% | +498.3% | +475.4% |
| All | +256.1% | -95.4% | +351.5% | +399.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling