-74.9%
HTZ vs THC
+429.4%
-504.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +9.6% | -0.4% | +7.2% |
| 7D | +18.9% | +8.8% | +10.1% | +16.9% |
| 30D | +26.3% | +12.6% | +13.6% | +23.1% |
| 3M | +49.7% | +15.4% | +34.3% | +45.0% |
| 6M | -61.1% | +57.7% | -118.8% | -65.3% |
| YTD | -56.0% | +47.1% | -103.1% | -60.3% |
| 1Y | -66.4% | +40.7% | -107.1% | -69.3% |
| All | -74.9% | +429.4% | -504.4% | -89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling