-79.8%
CHTR vs HTZ
-90.1%
+10.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.0% | +0.9% | -3.7% |
| 7D | -0.3% | -2.5% | +2.1% | -0.1% |
| 30D | -4.5% | -3.7% | -0.7% | -4.6% |
| 3M | +10.2% | -57.0% | +67.2% | +15.2% |
| 6M | -37.2% | -47.0% | +9.7% | -35.8% |
| YTD | -30.2% | -57.5% | +27.3% | -27.5% |
| 1Y | -44.8% | -63.5% | +18.7% | -42.4% |
| 3Y | -65.5% | -86.3% | +20.8% | -62.8% |
| 5Y | -81.8% | -86.8% | +5.0% | -80.2% |
| All | -79.8% | -90.1% | +10.3% | -78.3% |
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