-93.6%
HTZ vs TPG
+77.8%
-171.4%
-93.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.9% | -4.2% | -5.1% |
| 7D | -14.0% | +4.2% | -18.1% | -15.9% |
| 30D | -19.8% | +13.5% | -33.3% | -24.2% |
| 3M | -45.0% | -3.3% | -41.7% | -44.3% |
| 6M | -73.2% | +11.8% | -85.0% | -74.9% |
| YTD | -70.0% | -20.9% | -49.2% | -66.6% |
| 1Y | -75.7% | -13.1% | -62.6% | -74.2% |
| 3Y | -82.1% | +72.9% | -155.0% | -87.7% |
| All | -93.6% | +77.8% | -171.4% | -96.1% |
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