+146.0%
TT vs HTZ
-85.9%
+231.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.6% |
| 7D | -0.2% | +7.5% | -7.7% | -0.5% |
| 30D | -7.4% | +47.4% | -54.8% | -9.3% |
| 3M | -3.2% | -54.9% | +51.7% | -0.8% |
| 6M | +1.1% | -47.0% | +48.1% | +2.6% |
| YTD | +15.6% | -55.3% | +70.9% | +18.0% |
| 1Y | +9.2% | -57.6% | +66.8% | +11.0% |
| 3Y | +124.4% | -86.6% | +211.0% | +152.7% |
| All | +146.0% | -85.9% | +231.9% | +174.2% |
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