+273.1%
TSM vs HTZ
-85.9%
+359.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.8% |
| 7D | +2.7% | +7.5% | -4.7% | +2.2% |
| 30D | +3.6% | +47.4% | -43.8% | +0.4% |
| 3M | -3.4% | -54.9% | +51.5% | +0.2% |
| 6M | +20.6% | -47.0% | +67.6% | +22.8% |
| YTD | +41.9% | -55.3% | +97.1% | +45.9% |
| 1Y | +84.4% | -57.6% | +142.0% | +88.6% |
| 3Y | +380.2% | -86.6% | +466.8% | +456.1% |
| All | +273.1% | -85.9% | +359.0% | +330.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling