-94.8%
HTZ vs TAP
+6.9%
-101.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.1% | -18.7% | -19.8% |
| 7D | -7.7% | +7.7% | -15.4% | -10.8% |
| 30D | -13.1% | +14.4% | -27.5% | -18.4% |
| 3M | +14.7% | +2.0% | +12.7% | +13.5% |
| 6M | -70.6% | +2.5% | -73.1% | -71.3% |
| YTD | -65.2% | -6.4% | -58.7% | -64.5% |
| 1Y | -73.2% | -2.3% | -70.9% | -73.3% |
| 3Y | -80.8% | -20.3% | -60.5% | -78.9% |
| 5Y | -94.8% | +6.9% | -101.7% | -95.3% |
| All | -94.8% | +6.9% | -101.7% | -95.3% |
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