+56.9%
TXN vs HTZ
-89.5%
+146.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.7% |
| 7D | -0.1% | +7.5% | -7.6% | -0.7% |
| 30D | -6.9% | +47.4% | -54.4% | -11.0% |
| 3M | -14.9% | -54.9% | +40.0% | -10.6% |
| 6M | +29.0% | -47.0% | +76.0% | +32.4% |
| YTD | +51.5% | -55.3% | +106.7% | +57.7% |
| 1Y | +41.6% | -57.6% | +99.2% | +46.5% |
| 3Y | +65.8% | -86.6% | +152.4% | +88.5% |
| 5Y | +56.8% | -86.1% | +142.9% | +76.5% |
| All | +56.9% | -89.5% | +146.4% | +80.8% |
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