+57.2%
TXN vs HTZ
-90.1%
+147.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.0% | +5.2% | +0.6% |
| 7D | +2.2% | -2.5% | +4.7% | +2.4% |
| 30D | -9.5% | -3.7% | -5.7% | -9.6% |
| 3M | -10.5% | -57.0% | +46.5% | -5.5% |
| 6M | +35.4% | -47.0% | +82.3% | +38.8% |
| YTD | +51.8% | -57.5% | +109.2% | +58.6% |
| 1Y | +42.9% | -63.5% | +106.4% | +50.1% |
| 3Y | +71.3% | -86.3% | +157.7% | +93.5% |
| 5Y | +58.0% | -86.8% | +144.8% | +78.6% |
| All | +57.2% | -90.1% | +147.3% | +81.9% |
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