-93.4%
HTZ vs TCOM
+22.7%
-116.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +2.6% | -23.4% | -21.3% |
| 7D | -7.7% | +13.6% | -21.3% | -10.1% |
| 30D | -13.1% | +14.5% | -27.6% | -15.5% |
| 3M | +14.7% | -4.7% | +19.4% | +15.5% |
| 6M | -70.6% | -16.4% | -54.2% | -69.7% |
| YTD | -65.2% | -39.1% | -26.1% | -62.0% |
| 1Y | -73.2% | -37.8% | -35.3% | -70.9% |
| 3Y | -80.8% | +31.1% | -111.9% | -82.9% |
| 5Y | -94.8% | +45.7% | -140.5% | -95.6% |
| All | -93.4% | +22.7% | -116.1% | -93.7% |
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