-44.6%
TWLO vs HTZ
-93.2%
+48.5%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -8.0% | +11.6% | +4.6% |
| 7D | +0.2% | -27.5% | +27.7% | +3.9% |
| 30D | -26.0% | -21.9% | -4.1% | -24.1% |
| 3M | -14.3% | -29.2% | +14.9% | -12.1% |
| 6M | +6.2% | -75.2% | +81.4% | +21.3% |
| YTD | +50.6% | -70.8% | +121.4% | +65.0% |
| 1Y | +64.0% | -76.1% | +140.1% | +84.9% |
| 3Y | +264.1% | -82.5% | +346.6% | +290.7% |
| 5Y | -27.9% | -94.1% | +66.1% | +0.8% |
| All | -44.6% | -93.2% | +48.5% | -23.1% |
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