-93.9%
HTZ vs TCOM
+24.3%
-118.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.3% | -9.7% | -8.6% |
| 7D | -14.6% | +12.1% | -26.7% | -16.6% |
| 30D | -20.8% | +16.5% | -37.3% | -23.3% |
| 3M | -18.8% | -4.0% | -14.8% | -18.4% |
| 6M | -74.7% | -18.5% | -56.2% | -73.8% |
| YTD | -68.1% | -38.3% | -29.8% | -65.3% |
| 1Y | -73.5% | -36.6% | -36.9% | -71.3% |
| 3Y | -81.8% | +31.1% | -113.0% | -83.8% |
| 5Y | -95.2% | +47.6% | -142.8% | -95.9% |
| All | -93.9% | +24.3% | -118.2% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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