-94.8%
HTZ vs THC
+287.8%
-382.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.0% | -18.8% | -20.3% |
| 7D | -7.7% | +5.9% | -13.6% | -9.0% |
| 30D | -13.1% | +10.8% | -23.9% | -15.4% |
| 3M | +14.7% | +9.4% | +5.3% | +11.9% |
| 6M | -70.6% | +53.3% | -123.9% | -74.4% |
| YTD | -65.2% | +44.2% | -109.3% | -69.3% |
| 1Y | -73.2% | +37.3% | -110.5% | -76.0% |
| 3Y | -80.8% | +421.6% | -502.4% | -89.5% |
| 5Y | -94.8% | +279.8% | -374.6% | -97.0% |
| All | -94.8% | +287.8% | -382.6% | -97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling