+228.5%
TPR vs HTZ
-89.5%
+318.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | -2.7% | +7.5% | -10.1% | -3.6% |
| 30D | -23.3% | +47.4% | -70.7% | -27.6% |
| 3M | -12.8% | -54.9% | +42.1% | -6.2% |
| 6M | -21.7% | -47.0% | +25.3% | -18.2% |
| YTD | -3.9% | -55.3% | +51.4% | +2.4% |
| 1Y | +16.9% | -57.6% | +74.6% | +23.6% |
| 3Y | +289.8% | -86.6% | +376.4% | +376.0% |
| 5Y | +241.9% | -86.1% | +328.0% | +303.3% |
| All | +228.5% | -89.5% | +318.0% | +313.9% |
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 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