+224.3%
TSM vs HTZ
-91.9%
+316.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -20.8% | +10.0% | -9.3% |
| 7D | -18.2% | -7.7% | -10.5% | -17.7% |
| 30D | -26.8% | -13.1% | -13.7% | -26.1% |
| 3M | -14.5% | +14.7% | -29.2% | -15.9% |
| 6M | -10.0% | -70.6% | +60.6% | -4.2% |
| YTD | +17.1% | -65.2% | +82.3% | +22.3% |
| 1Y | +21.5% | -73.2% | +94.7% | +29.0% |
| 3Y | +300.4% | -80.8% | +381.2% | +324.1% |
| 5Y | +224.7% | -94.8% | +319.5% | +284.9% |
| All | +224.3% | -91.9% | +316.2% | +280.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling