+415.5%
TTMI vs HTZ
-93.2%
+508.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.6% |
| 7D | +11.4% | -8.5% | +19.9% | +12.6% |
| 30D | -28.3% | -18.9% | -9.4% | -26.9% |
| 3M | -46.7% | -36.0% | -10.6% | -44.3% |
| 6M | -56.1% | -74.6% | +18.5% | -50.8% |
| YTD | +7.4% | -70.8% | +78.2% | +17.8% |
| 1Y | +17.4% | -75.3% | +92.7% | +30.7% |
| 3Y | +429.1% | -81.6% | +510.7% | +469.8% |
| 5Y | +418.8% | -94.4% | +513.2% | +533.6% |
| All | +415.5% | -93.2% | +508.7% | +528.8% |
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