+244.9%
TSM vs HTZ
-92.5%
+337.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -8.4% | +14.7% | +6.9% |
| 7D | -7.6% | -14.6% | +7.0% | -6.6% |
| 30D | -20.5% | -20.8% | +0.3% | -19.3% |
| 3M | -10.0% | -18.8% | +8.8% | -9.3% |
| 6M | -10.1% | -74.7% | +64.6% | -3.3% |
| YTD | +24.5% | -68.1% | +92.6% | +30.7% |
| 1Y | +31.2% | -73.5% | +104.7% | +39.3% |
| 3Y | +322.0% | -81.8% | +403.8% | +347.1% |
| 5Y | +245.3% | -95.2% | +340.5% | +311.5% |
| All | +244.9% | -92.5% | +337.4% | +306.8% |
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