-91.6%
HTZ vs THC
+333.2%
-424.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.6% | -0.4% | +6.8% |
| 7D | +18.9% | +8.8% | +10.1% | +16.5% |
| 30D | +26.3% | +12.6% | +13.6% | +22.5% |
| 3M | +49.7% | +15.4% | +34.3% | +44.2% |
| 6M | -61.1% | +57.7% | -118.8% | -65.9% |
| YTD | -56.0% | +47.1% | -103.1% | -61.0% |
| 1Y | -66.4% | +40.7% | -107.1% | -69.9% |
| 3Y | -75.8% | +432.1% | -507.9% | -85.8% |
| 5Y | -93.1% | +301.9% | -395.0% | -95.7% |
| All | -91.6% | +333.2% | -424.8% | -94.7% |
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