+98.2%
TXN vs HTZ
-73.6%
+171.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.3% | -6.2% | +2.2% |
| 7D | -0.5% | -27.4% | +26.9% | +2.4% |
| 30D | +10.5% | -11.4% | +21.9% | +11.9% |
| 3M | +10.7% | -33.1% | +43.8% | +14.0% |
| 6M | +5.1% | -73.5% | +78.6% | +17.1% |
| YTD | +82.5% | -68.1% | +150.6% | +91.7% |
| 1Y | +98.2% | -74.3% | +172.5% | +123.1% |
| All | +98.2% | -73.6% | +171.8% | +123.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling