+593.1%
CEG vs HTZ
-93.7%
+686.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.6% |
| 7D | +12.1% | -8.5% | +20.6% | +12.8% |
| 30D | +0.2% | -18.9% | +19.2% | +1.3% |
| 3M | +0.7% | -36.0% | +36.7% | +3.5% |
| 6M | +2.2% | -74.6% | +76.8% | +10.5% |
| YTD | -20.3% | -70.8% | +50.5% | -15.4% |
| 1Y | -16.1% | -75.3% | +59.2% | -9.9% |
| 3Y | +134.7% | -81.6% | +216.2% | +148.2% |
| All | +593.1% | -93.7% | +686.7% | +760.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling