-93.4%
HTZ vs THC
+324.6%
-417.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.0% | -18.8% | -20.3% |
| 7D | -7.7% | +5.9% | -13.6% | -8.9% |
| 30D | -13.1% | +10.8% | -23.9% | -15.2% |
| 3M | +14.7% | +9.4% | +5.3% | +12.1% |
| 6M | -70.6% | +53.3% | -123.9% | -74.0% |
| YTD | -65.2% | +44.2% | -109.3% | -68.9% |
| 1Y | -73.2% | +37.3% | -110.5% | -75.8% |
| 3Y | -80.8% | +421.6% | -502.4% | -88.7% |
| 5Y | -94.8% | +279.8% | -374.6% | -96.8% |
| All | -93.4% | +324.6% | -417.9% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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