+70.0%
CFG vs HTZ
-92.5%
+162.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.4% | +7.5% | 0.0% |
| 7D | -0.9% | -14.6% | +13.7% | +0.5% |
| 30D | +1.1% | -20.8% | +21.8% | +3.1% |
| 3M | -12.0% | -18.8% | +6.8% | -11.3% |
| 6M | -2.2% | -74.7% | +72.5% | +10.3% |
| YTD | +11.4% | -68.1% | +79.5% | +20.7% |
| 1Y | +27.8% | -73.5% | +101.3% | +41.4% |
| 3Y | +173.3% | -81.8% | +255.1% | +196.1% |
| 5Y | +62.4% | -95.2% | +157.7% | +107.0% |
| All | +70.0% | -92.5% | +162.6% | +111.5% |
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 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