-80.2%
HTZ vs THC
+418.9%
-499.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.0% | -18.8% | -20.4% |
| 7D | -7.7% | +5.9% | -13.6% | -8.7% |
| 30D | -13.1% | +10.8% | -23.9% | -14.9% |
| 3M | +14.7% | +9.4% | +5.3% | +12.6% |
| 6M | -70.6% | +53.3% | -123.9% | -73.6% |
| YTD | -65.2% | +44.2% | -109.3% | -68.4% |
| 1Y | -73.2% | +37.3% | -110.5% | -75.3% |
| All | -80.2% | +418.9% | -499.1% | -91.7% |
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 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