-91.5%
HTZ vs THC
+292.8%
-384.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | +7.5% | -0.7% | +8.1% | +7.6% |
| 30D | +47.4% | +1.3% | +46.2% | +46.9% |
| 3M | -54.9% | +64.2% | -119.2% | -60.9% |
| 6M | -47.0% | +8.3% | -55.3% | -48.7% |
| YTD | -55.3% | +33.4% | -88.6% | -59.3% |
| 1Y | -57.6% | +37.7% | -95.3% | -61.8% |
| 3Y | -86.6% | +236.8% | -323.4% | -91.1% |
| 5Y | -86.1% | +249.3% | -335.4% | -90.5% |
| All | -91.5% | +292.8% | -384.3% | -94.5% |
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