+193.6%
TRV vs HTZ
-93.0%
+286.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.1% | +7.0% | +1.2% |
| 7D | +0.1% | -14.0% | +14.0% | +0.6% |
| 30D | +8.0% | -19.8% | +27.8% | +8.7% |
| 3M | +9.3% | -45.0% | +54.3% | +11.3% |
| 6M | +36.2% | -73.2% | +109.4% | +41.6% |
| YTD | +40.6% | -70.0% | +110.6% | +44.6% |
| 1Y | +43.1% | -75.7% | +118.8% | +48.5% |
| 3Y | +149.6% | -82.1% | +231.7% | +151.5% |
| 5Y | +181.6% | -94.3% | +275.9% | +197.0% |
| All | +193.6% | -93.0% | +286.6% | +212.5% |
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