-39.8%
TWLO vs HTZ
-89.5%
+49.7%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.3% | -4.4% | -3.3% |
| 7D | -2.0% | +7.5% | -9.5% | -3.0% |
| 30D | +20.6% | +47.4% | -26.9% | +13.6% |
| 3M | -1.5% | -54.9% | +53.4% | +5.3% |
| 6M | +89.4% | -47.0% | +136.4% | +94.7% |
| YTD | +63.8% | -55.3% | +119.0% | +71.8% |
| 1Y | +119.7% | -57.6% | +177.4% | +127.5% |
| 3Y | +256.1% | -86.6% | +342.7% | +357.8% |
| 5Y | -36.6% | -86.1% | +49.6% | -15.3% |
| All | -39.8% | -89.5% | +49.7% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling