-3.4%
TSCO vs HTZ
-82.6%
+79.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.4% | +7.7% | -0.3% |
| 7D | +7.1% | -14.6% | +21.7% | +7.8% |
| 30D | +11.8% | -20.8% | +32.6% | +12.9% |
| 3M | +7.4% | -18.8% | +26.2% | +8.0% |
| 6M | +13.4% | -74.7% | +88.1% | +19.3% |
| YTD | -25.9% | -68.1% | +42.2% | -23.1% |
| 1Y | -29.9% | -73.5% | +43.6% | -26.7% |
| 3Y | -3.4% | -81.8% | +78.5% | +5.0% |
| All | -3.4% | -82.6% | +79.2% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling