+77.2%
CFG vs HTZ
-89.7%
+166.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.2% | -6.8% | +1.4% |
| 7D | +1.8% | +18.9% | -17.2% | -0.1% |
| 30D | +3.3% | +26.3% | -23.0% | +0.4% |
| 3M | -9.8% | +49.7% | -59.5% | -15.2% |
| 6M | +5.2% | -61.1% | +66.3% | +13.3% |
| YTD | +16.1% | -56.0% | +72.1% | +21.8% |
| 1Y | +33.7% | -66.4% | +100.1% | +44.6% |
| 3Y | +181.2% | -75.8% | +257.0% | +197.3% |
| 5Y | +69.1% | -93.1% | +162.2% | +108.2% |
| All | +77.2% | -89.7% | +166.9% | +113.5% |
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 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