+42.5%
CI vs HTZ
-85.9%
+128.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | +1.3% | +7.5% | -6.2% | +1.0% |
| 30D | +4.4% | +47.4% | -43.0% | +2.5% |
| 3M | +0.7% | -54.9% | +55.6% | +2.9% |
| 6M | +0.3% | -47.0% | +47.3% | +1.6% |
| YTD | +3.8% | -55.3% | +59.1% | +5.7% |
| 1Y | -5.5% | -57.6% | +52.1% | -4.0% |
| 3Y | +8.1% | -86.6% | +94.7% | +14.6% |
| All | +42.5% | -85.9% | +128.4% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling