+124.2%
CEG vs HTZ
-82.6%
+206.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.0% | +5.0% | -2.6% |
| 7D | +1.7% | -27.5% | +29.2% | +3.1% |
| 30D | -10.2% | -21.9% | +11.7% | -9.3% |
| 3M | -0.8% | -29.2% | +28.4% | +0.3% |
| 6M | -11.5% | -75.2% | +63.7% | -7.3% |
| YTD | -23.9% | -70.8% | +46.9% | -21.0% |
| 1Y | -25.4% | -76.1% | +50.7% | -22.1% |
| 3Y | +124.2% | -82.5% | +206.7% | +134.5% |
| All | +124.2% | -82.6% | +206.8% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling