-93.1%
HTZ vs TAP
+9.1%
-102.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.0% | +6.1% | +7.8% |
| 7D | +18.9% | +9.9% | +9.0% | +13.7% |
| 30D | +26.3% | +18.1% | +8.1% | +16.7% |
| 3M | +49.7% | +3.2% | +46.5% | +46.9% |
| 6M | -61.1% | +8.4% | -69.5% | -63.2% |
| YTD | -56.0% | -4.4% | -51.6% | -55.7% |
| 1Y | -66.4% | +3.2% | -69.7% | -67.6% |
| 3Y | -75.8% | -18.6% | -57.2% | -73.6% |
| 5Y | -93.1% | +10.1% | -103.2% | -93.9% |
| All | -93.1% | +9.1% | -102.2% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling