+245.7%
TSM vs HTZ
-95.0%
+340.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.6% |
| 7D | -2.5% | -16.4% | +13.9% | -1.3% |
| 30D | -14.3% | -15.1% | +0.8% | -13.4% |
| 3M | -7.2% | -28.2% | +21.0% | -5.6% |
| 6M | -5.1% | -73.1% | +67.9% | +2.1% |
| YTD | +28.9% | -68.3% | +97.2% | +35.8% |
| 1Y | +37.1% | -75.2% | +112.3% | +46.9% |
| 3Y | +341.5% | -81.1% | +422.6% | +372.4% |
| 5Y | +245.7% | -95.0% | +340.7% | +345.3% |
| All | +245.7% | -95.0% | +340.7% | +345.3% |
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