+9.4%
TT vs HTZ
-58.1%
+67.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.8% |
| 7D | 0.0% | +7.5% | -7.5% | -0.1% |
| 30D | -7.2% | +47.4% | -54.6% | -7.7% |
| 3M | -3.0% | -54.9% | +51.9% | -2.0% |
| 6M | +1.4% | -47.0% | +48.4% | +3.0% |
| YTD | +15.9% | -55.3% | +71.1% | +17.5% |
| 1Y | +9.4% | -57.6% | +67.1% | +12.6% |
| All | +9.4% | -58.1% | +67.5% | +12.6% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling