+402.6%
TTMI vs HTZ
-93.2%
+495.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.0% | +3.9% | -3.2% |
| 7D | -11.5% | -27.5% | +16.0% | -8.3% |
| 30D | -40.3% | -21.9% | -18.4% | -38.9% |
| 3M | -44.5% | -29.2% | -15.2% | -42.9% |
| 6M | -54.1% | -75.2% | +21.1% | -48.4% |
| YTD | +4.7% | -70.8% | +75.5% | +14.8% |
| 1Y | +3.3% | -76.1% | +79.5% | +15.4% |
| 3Y | +407.2% | -82.5% | +489.8% | +450.8% |
| 5Y | +406.5% | -94.1% | +500.6% | +517.2% |
| All | +402.6% | -93.2% | +495.8% | +512.9% |
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