+165.4%
TRV vs HTZ
-90.1%
+255.5%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | -0.8% |
| 7D | +0.5% | -2.5% | +2.9% | +0.6% |
| 30D | -4.9% | -3.7% | -1.1% | -4.9% |
| 3M | +23.7% | -57.0% | +80.7% | +26.7% |
| 6M | +20.3% | -47.0% | +67.3% | +21.4% |
| YTD | +27.1% | -57.5% | +84.5% | +29.4% |
| 1Y | +35.3% | -63.5% | +98.8% | +38.1% |
| 3Y | +139.8% | -86.3% | +226.2% | +147.8% |
| 5Y | +153.9% | -86.8% | +240.6% | +152.9% |
| All | +165.4% | -90.1% | +255.5% | +179.6% |
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