-41.6%
TWLO vs HTZ
-90.1%
+48.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.0% | +2.0% | -2.4% |
| 7D | -1.2% | -2.5% | +1.2% | -0.9% |
| 30D | -6.4% | -3.7% | -2.6% | -6.7% |
| 3M | +6.3% | -57.0% | +63.3% | +14.3% |
| 6M | +76.4% | -47.0% | +123.4% | +81.1% |
| YTD | +58.8% | -57.5% | +116.3% | +67.6% |
| 1Y | +107.1% | -63.5% | +170.5% | +119.5% |
| 3Y | +245.0% | -86.3% | +331.3% | +336.0% |
| 5Y | -36.0% | -86.8% | +50.8% | -14.0% |
| All | -41.6% | -90.1% | +48.4% | -21.9% |
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