+125.7%
TT vs HTZ
-94.7%
+220.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -20.8% | +16.4% | -3.5% |
| 7D | -9.0% | -7.7% | -1.2% | -8.7% |
| 30D | -17.6% | -13.1% | -4.5% | -17.2% |
| 3M | -18.7% | +14.7% | -33.4% | -19.7% |
| 6M | -17.4% | -70.6% | +53.2% | -13.9% |
| YTD | +1.5% | -65.2% | +66.7% | +4.6% |
| 1Y | -9.4% | -73.2% | +63.8% | -5.7% |
| 3Y | +85.1% | -80.8% | +165.9% | +96.0% |
| 5Y | +125.7% | -94.8% | +220.5% | +166.4% |
| All | +125.7% | -94.7% | +220.5% | +166.4% |
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 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