-93.3%
HTZ vs TPG
+79.2%
-172.5%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.2% | -3.6% |
| 7D | -16.4% | +1.9% | -18.3% | -16.6% |
| 30D | -15.1% | +8.4% | -23.5% | -18.1% |
| 3M | -28.2% | +1.3% | -29.5% | -29.0% |
| 6M | -73.1% | +12.7% | -85.7% | -74.9% |
| YTD | -68.3% | -20.2% | -48.1% | -64.8% |
| 1Y | -75.2% | -6.9% | -68.3% | -74.7% |
| 3Y | -81.1% | +78.0% | -159.2% | -87.3% |
| All | -93.3% | +79.2% | -172.5% | -95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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