-83.1%
TTD vs HTZ
-92.5%
+9.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.4% | +9.3% | +2.1% |
| 7D | +5.2% | -14.6% | +19.8% | +7.1% |
| 30D | +6.9% | -20.8% | +27.7% | +9.9% |
| 3M | -26.8% | -18.8% | -8.0% | -26.5% |
| 6M | -46.1% | -74.7% | +28.5% | -36.8% |
| YTD | -65.9% | -68.1% | +2.2% | -62.5% |
| 1Y | -71.8% | -73.5% | +1.7% | -68.0% |
| 3Y | -83.3% | -81.8% | -1.5% | -81.4% |
| 5Y | -81.1% | -95.2% | +14.1% | -71.7% |
| All | -83.1% | -92.5% | +9.4% | -75.2% |
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 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