+582.9%
CEG vs HTZ
-93.1%
+676.0%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.6% | +11.1% | +10.5% |
| 7D | +7.3% | -16.4% | +23.7% | +8.5% |
| 30D | -7.4% | -15.1% | +7.7% | -6.6% |
| 3M | +2.5% | -28.2% | +30.6% | +4.2% |
| 6M | -8.8% | -73.1% | +64.3% | -1.8% |
| YTD | -21.5% | -68.3% | +46.8% | -17.1% |
| 1Y | -22.5% | -75.2% | +52.7% | -16.8% |
| 3Y | +133.3% | -81.1% | +214.5% | +148.5% |
| All | +582.9% | -93.1% | +676.0% | +743.4% |
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 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