-83.2%
CHTR vs HTZ
-92.6%
+9.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.7% |
| 7D | +4.9% | -16.4% | +21.3% | +6.0% |
| 30D | +17.2% | -15.1% | +32.3% | +18.2% |
| 3M | -20.6% | -28.2% | +7.6% | -19.3% |
| 6M | -21.7% | -73.1% | +51.3% | -15.7% |
| YTD | -41.9% | -68.3% | +26.3% | -38.6% |
| 1Y | -44.9% | -75.2% | +30.4% | -40.7% |
| 3Y | -70.0% | -81.1% | +11.1% | -68.9% |
| 5Y | -82.6% | -95.0% | +12.4% | -81.0% |
| All | -83.2% | -92.6% | +9.4% | -81.6% |
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