-81.6%
CHTR vs HTZ
-93.0%
+11.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.1% | +3.4% | -2.2% |
| 7D | +5.4% | -14.0% | +19.4% | +6.5% |
| 30D | +24.0% | -19.8% | +43.8% | +25.5% |
| 3M | -11.7% | -45.0% | +33.3% | -8.4% |
| 6M | -10.3% | -73.2% | +62.9% | -3.4% |
| YTD | -36.5% | -70.0% | +33.6% | -32.6% |
| 1Y | -37.7% | -75.7% | +38.0% | -33.0% |
| 3Y | -67.6% | -82.1% | +14.4% | -66.3% |
| 5Y | -80.8% | -94.3% | +13.5% | -78.8% |
| All | -81.6% | -93.0% | +11.4% | -79.8% |
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