-46.6%
TWLO vs HTZ
-92.6%
+46.0%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.6% | +2.9% | +2.4% |
| 7D | -0.5% | -16.4% | +15.9% | +1.5% |
| 30D | -28.6% | -15.1% | -13.5% | -27.5% |
| 3M | -14.4% | -28.2% | +13.8% | -12.2% |
| 6M | +2.4% | -73.1% | +75.5% | +15.9% |
| YTD | +45.3% | -68.3% | +113.6% | +57.7% |
| 1Y | +61.8% | -75.2% | +137.1% | +82.0% |
| 3Y | +269.0% | -81.1% | +350.1% | +293.2% |
| 5Y | -33.5% | -95.0% | +61.5% | -7.6% |
| All | -46.6% | -92.6% | +46.0% | -26.5% |
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