+447.7%
TTMI vs HTZ
-92.5%
+540.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +9.3% | -0.4% | +7.9% |
| 7D | +7.2% | -27.4% | +34.7% | +11.3% |
| 30D | -28.7% | -11.4% | -17.3% | -28.0% |
| 3M | -39.8% | -33.1% | -6.7% | -37.6% |
| 6M | -51.7% | -73.5% | +21.8% | -46.1% |
| YTD | +14.1% | -68.1% | +82.2% | +23.9% |
| 1Y | +16.0% | -74.3% | +90.3% | +28.4% |
| 3Y | +452.7% | -80.9% | +533.6% | +494.1% |
| 5Y | +451.5% | -93.8% | +545.3% | +566.2% |
| All | +447.7% | -92.5% | +540.2% | +561.2% |
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