+9.5%
TSCO vs HTZ
-92.6%
+102.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | +5.9% | -16.4% | +22.3% | +7.0% |
| 30D | +11.0% | -15.1% | +26.1% | +11.9% |
| 3M | +9.0% | -28.2% | +37.2% | +10.7% |
| 6M | +23.9% | -73.1% | +96.9% | +32.2% |
| YTD | -23.7% | -68.3% | +44.5% | -19.8% |
| 1Y | -29.4% | -75.2% | +45.8% | -24.7% |
| 3Y | +1.6% | -81.1% | +82.7% | +6.6% |
| 5Y | -7.1% | -95.0% | +87.9% | +6.2% |
| All | +9.5% | -92.6% | +102.1% | +24.0% |
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