+373.1%
TSM vs HTZ
-86.4%
+459.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.8% |
| 7D | +2.7% | +7.5% | -4.7% | +2.4% |
| 30D | +3.6% | +47.4% | -43.8% | +1.8% |
| 3M | -3.4% | -54.9% | +51.5% | -1.5% |
| 6M | +20.6% | -47.0% | +67.6% | +21.8% |
| YTD | +41.9% | -55.3% | +97.1% | +44.0% |
| 1Y | +84.4% | -57.6% | +142.0% | +86.8% |
| All | +373.1% | -86.4% | +459.5% | +443.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling