+129.9%
TT vs HTZ
-92.5%
+222.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.4% | +10.8% | +2.8% |
| 7D | -2.0% | -14.6% | +12.6% | -1.4% |
| 30D | -14.0% | -20.8% | +6.8% | -13.3% |
| 3M | -15.9% | -18.8% | +2.9% | -15.5% |
| 6M | -17.3% | -74.7% | +57.4% | -13.2% |
| YTD | +4.0% | -68.1% | +72.0% | +7.5% |
| 1Y | -7.1% | -73.5% | +66.4% | -3.2% |
| 3Y | +90.2% | -81.8% | +172.1% | +99.1% |
| 5Y | +131.1% | -95.2% | +226.3% | +168.4% |
| All | +129.9% | -92.5% | +222.5% | +168.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling