-91.5%
HTZ vs TCOM
+14.9%
-106.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | +7.5% | -9.5% | +17.0% | +9.6% |
| 30D | +47.4% | -10.7% | +58.2% | +50.7% |
| 3M | -54.9% | -14.6% | -40.3% | -53.7% |
| 6M | -47.0% | -19.3% | -27.7% | -44.9% |
| YTD | -55.3% | -42.9% | -12.3% | -50.5% |
| 1Y | -57.6% | -43.8% | -13.9% | -53.0% |
| 3Y | -86.6% | +2.1% | -88.7% | -87.4% |
| 5Y | -86.1% | +31.2% | -117.3% | -87.9% |
| All | -91.5% | +14.9% | -106.4% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling