+49.7%
HTZ vs TCOM
-8.2%
+57.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.2% | +6.0% | +8.8% |
| 7D | +18.9% | +10.7% | +8.3% | +19.2% |
| 30D | +26.3% | +10.1% | +16.2% | +26.2% |
| 3M | +49.7% | -8.9% | +58.5% | +61.9% |
| All | +49.7% | -8.2% | +57.9% | +61.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling