+75.4%
CDE vs HTZ
-92.5%
+167.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -8.4% | +14.1% | +6.8% |
| 7D | +18.1% | -14.6% | +32.7% | +19.9% |
| 30D | -6.2% | -20.8% | +14.5% | -4.2% |
| 3M | -1.2% | -18.8% | +17.7% | 0.0% |
| 6M | -17.4% | -74.7% | +57.3% | -5.1% |
| YTD | -13.1% | -68.1% | +55.0% | -4.0% |
| 1Y | +7.3% | -73.5% | +80.7% | +21.1% |
| 3Y | +522.0% | -81.8% | +603.8% | +580.9% |
| 5Y | +123.2% | -95.2% | +218.4% | +189.1% |
| All | +75.4% | -92.5% | +167.9% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 all: compounded portfolio wealth divided by compounded HTZ 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…
all analysis · Full analysis span regression · 6 months rolling