+266.3%
TSM vs HTZ
-93.2%
+359.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.5% |
| 7D | +6.2% | -8.5% | +14.7% | +6.8% |
| 30D | -7.3% | -18.9% | +11.6% | -6.1% |
| 3M | -7.1% | -36.0% | +28.9% | -4.6% |
| 6M | +0.2% | -74.6% | +74.8% | +7.7% |
| YTD | +32.2% | -70.8% | +103.1% | +39.6% |
| 1Y | +42.8% | -75.3% | +118.1% | +52.3% |
| 3Y | +330.4% | -81.6% | +412.0% | +351.3% |
| 5Y | +263.9% | -94.4% | +358.4% | +333.8% |
| All | +266.3% | -93.2% | +359.4% | +334.5% |
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