+138.1%
CF vs HTZ
-89.7%
+227.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +9.2% | -13.6% | -4.6% |
| 7D | -6.9% | +18.9% | -25.8% | -7.3% |
| 30D | -3.7% | +26.3% | -30.0% | -4.4% |
| 3M | -5.0% | +49.7% | -54.6% | -6.3% |
| 6M | -10.5% | -61.1% | +50.6% | -8.3% |
| YTD | +46.5% | -56.0% | +102.5% | +48.2% |
| 1Y | +34.8% | -66.4% | +101.2% | +38.2% |
| 3Y | +46.7% | -75.8% | +122.5% | +48.7% |
| 5Y | +112.0% | -93.1% | +205.1% | +134.8% |
| All | +138.1% | -89.7% | +227.8% | +151.9% |
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 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