-80.2%
HTZ vs TCOM
+28.6%
-108.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +2.6% | -23.4% | -21.2% |
| 7D | -7.7% | +13.6% | -21.3% | -9.6% |
| 30D | -13.1% | +14.5% | -27.6% | -15.0% |
| 3M | +14.7% | -4.7% | +19.4% | +15.4% |
| 6M | -70.6% | -16.4% | -54.2% | -69.8% |
| YTD | -65.2% | -39.1% | -26.1% | -62.8% |
| 1Y | -73.2% | -37.8% | -35.3% | -71.4% |
| All | -80.2% | +28.6% | -108.7% | -82.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling