+36.0%
TSM vs HTZ
-60.6%
+96.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.2% | -11.4% | -2.7% |
| 7D | -10.0% | +18.9% | -28.9% | -10.9% |
| 30D | -18.5% | +26.3% | -44.8% | -19.8% |
| 3M | -4.9% | +49.7% | -54.5% | -7.8% |
| 6M | -1.0% | -61.1% | +60.1% | +3.5% |
| YTD | +31.3% | -56.0% | +87.3% | +32.0% |
| 1Y | +36.0% | -66.4% | +102.4% | +38.1% |
| All | +36.0% | -60.6% | +96.6% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling