+88.8%
CFG vs HTZ
-89.5%
+178.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +1.5% | +7.5% | -5.9% | +0.7% |
| 30D | -3.8% | +47.4% | -51.3% | -9.0% |
| 3M | +11.5% | -54.9% | +66.4% | +18.6% |
| 6M | +19.2% | -47.0% | +66.2% | +22.9% |
| YTD | +23.7% | -55.3% | +79.0% | +30.1% |
| 1Y | +38.8% | -57.6% | +96.5% | +44.7% |
| 3Y | +178.9% | -86.6% | +265.5% | +233.5% |
| 5Y | +101.8% | -86.1% | +187.9% | +129.9% |
| All | +88.8% | -89.5% | +178.3% | +128.0% |
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