+71.6%
CFG vs HTZ
-91.9%
+163.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -20.8% | +17.7% | -0.9% |
| 7D | -2.2% | -7.7% | +5.6% | -1.6% |
| 30D | +0.4% | -13.1% | +13.5% | +1.4% |
| 3M | -12.6% | +14.7% | -27.3% | -15.6% |
| 6M | +0.6% | -70.6% | +71.2% | +11.5% |
| YTD | +12.4% | -65.2% | +77.6% | +20.7% |
| 1Y | +27.7% | -73.2% | +100.9% | +41.2% |
| 3Y | +172.4% | -80.8% | +253.2% | +194.6% |
| 5Y | +64.0% | -94.8% | +158.7% | +107.1% |
| All | +71.6% | -91.9% | +163.5% | +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 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