-81.2%
TTD vs HTZ
-89.5%
+8.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.3% | -5.7% | -4.6% |
| 7D | +6.3% | +7.5% | -1.1% | +5.3% |
| 30D | -23.9% | +47.4% | -71.3% | -30.0% |
| 3M | -31.4% | -54.9% | +23.5% | -25.5% |
| 6M | -42.7% | -47.0% | +4.3% | -41.0% |
| YTD | -62.0% | -55.3% | -6.7% | -59.8% |
| 1Y | -72.2% | -57.6% | -14.6% | -71.1% |
| 3Y | -81.9% | -86.6% | +4.7% | -75.5% |
| 5Y | -81.5% | -86.1% | +4.6% | -74.3% |
| All | -81.2% | -89.5% | +8.4% | -73.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling