+272.5%
TSM vs HTZ
-93.0%
+365.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.1% | +4.2% | -1.5% |
| 7D | +14.8% | -14.0% | +28.8% | +15.9% |
| 30D | -8.9% | -19.8% | +10.9% | -7.7% |
| 3M | -5.3% | -45.0% | +39.7% | -1.9% |
| 6M | +2.6% | -73.2% | +75.8% | +9.9% |
| YTD | +34.5% | -70.0% | +104.5% | +41.7% |
| 1Y | +41.0% | -75.7% | +116.7% | +50.6% |
| 3Y | +333.1% | -82.1% | +415.2% | +357.0% |
| 5Y | +270.1% | -94.3% | +364.4% | +340.3% |
| All | +272.5% | -93.0% | +365.5% | +341.0% |
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