+264.2%
TSM vs HTZ
-93.2%
+357.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -8.0% | +10.0% | +2.6% |
| 7D | -2.1% | -27.5% | +25.5% | +0.1% |
| 30D | -12.5% | -21.9% | +9.3% | -11.2% |
| 3M | -5.0% | -29.2% | +24.2% | -3.3% |
| 6M | -3.2% | -75.2% | +72.0% | +4.2% |
| YTD | +31.5% | -70.8% | +102.3% | +38.9% |
| 1Y | +35.7% | -76.1% | +111.8% | +45.1% |
| 3Y | +323.5% | -82.5% | +406.0% | +347.8% |
| 5Y | +263.4% | -94.1% | +357.5% | +332.3% |
| All | +264.2% | -93.2% | +357.4% | +332.1% |
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 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