+2.4%
TSCO vs HTZ
-89.5%
+92.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +0.8% | +7.5% | -6.7% | +0.3% |
| 30D | +5.5% | +47.4% | -42.0% | +2.3% |
| 3M | +20.0% | -54.9% | +74.9% | +24.2% |
| 6M | -29.8% | -47.0% | +17.2% | -28.3% |
| YTD | -28.7% | -55.3% | +26.6% | -26.4% |
| 1Y | -40.9% | -57.6% | +16.7% | -39.3% |
| 3Y | -15.9% | -86.6% | +70.7% | -6.7% |
| 5Y | -3.5% | -86.1% | +82.7% | +7.4% |
| All | +2.4% | -89.5% | +92.0% | +13.7% |
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