+69.2%
TXN vs HTZ
-92.5%
+161.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.4% | +8.1% | +0.5% |
| 7D | -7.8% | -14.6% | +6.8% | -6.5% |
| 30D | -3.6% | -20.8% | +17.2% | -1.7% |
| 3M | +0.1% | -18.8% | +18.9% | +1.1% |
| 6M | -3.2% | -74.7% | +71.5% | +6.9% |
| YTD | +63.4% | -68.1% | +131.4% | +74.7% |
| 1Y | +75.6% | -73.5% | +149.1% | +90.8% |
| 3Y | +104.0% | -81.8% | +185.8% | +116.6% |
| 5Y | +65.0% | -95.2% | +160.3% | +98.0% |
| All | +69.2% | -92.5% | +161.8% | +100.4% |
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