+84.6%
TXN vs HTZ
-94.4%
+179.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.6% |
| 7D | +9.5% | -8.5% | +18.0% | +10.3% |
| 30D | +8.7% | -18.9% | +27.6% | +10.7% |
| 3M | +11.6% | -36.0% | +47.6% | +15.7% |
| 6M | +0.1% | -74.6% | +74.7% | +11.0% |
| YTD | +78.8% | -70.8% | +149.6% | +93.3% |
| 1Y | +91.2% | -75.3% | +166.5% | +109.9% |
| 3Y | +125.8% | -81.6% | +207.4% | +140.9% |
| All | +84.6% | -94.4% | +179.1% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling