-91.5%
HTZ vs TAP
-10.7%
-80.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +7.5% | -2.3% | +9.8% | +8.4% |
| 30D | +47.4% | -2.1% | +49.6% | +48.6% |
| 3M | -54.9% | +6.6% | -61.5% | -56.8% |
| 6M | -47.0% | -11.5% | -35.5% | -44.6% |
| YTD | -55.3% | -10.3% | -45.0% | -53.5% |
| 1Y | -57.6% | -14.4% | -43.3% | -55.2% |
| 3Y | -86.6% | -28.3% | -58.3% | -84.6% |
| 5Y | -86.1% | +1.7% | -87.8% | -86.7% |
| All | -91.5% | -10.7% | -80.8% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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