+518.2%
CEG vs HTZ
-93.1%
+611.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.4% | +12.7% | +4.9% |
| 7D | -4.7% | -14.6% | +9.8% | -3.9% |
| 30D | -16.6% | -20.8% | +4.2% | -15.4% |
| 3M | -4.1% | -18.8% | +14.7% | -3.4% |
| 6M | -22.3% | -74.7% | +52.4% | -16.0% |
| YTD | -28.9% | -68.1% | +39.2% | -25.0% |
| 1Y | -28.5% | -73.5% | +45.0% | -23.6% |
| 3Y | +104.3% | -81.8% | +186.1% | +119.6% |
| All | +518.2% | -93.1% | +611.3% | +663.2% |
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 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