+127.4%
CDNS vs HTZ
-91.9%
+219.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -20.8% | +15.3% | -3.8% |
| 7D | -9.1% | -7.7% | -1.4% | -8.6% |
| 30D | -13.4% | -13.1% | -0.3% | -12.6% |
| 3M | -7.6% | +14.7% | -22.4% | -9.9% |
| 6M | -11.9% | -70.6% | +58.7% | -5.0% |
| YTD | -0.4% | -65.2% | +64.8% | +5.1% |
| 1Y | -4.9% | -73.2% | +68.2% | +2.2% |
| 3Y | +24.8% | -80.8% | +105.6% | +32.5% |
| 5Y | +75.0% | -94.8% | +169.8% | +114.1% |
| All | +127.4% | -91.9% | +219.3% | +180.2% |
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