+41.3%
CI vs HTZ
-89.7%
+131.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +9.2% | -5.8% | +3.0% |
| 7D | +3.5% | +18.9% | -15.4% | +2.8% |
| 30D | +12.6% | +26.3% | -13.7% | +11.4% |
| 3M | +12.1% | +49.7% | -37.6% | +9.7% |
| 6M | +10.6% | -61.1% | +71.7% | +13.6% |
| YTD | +12.8% | -56.0% | +68.9% | +14.9% |
| 1Y | +18.0% | -66.4% | +84.4% | +21.3% |
| 3Y | +4.2% | -75.8% | +80.0% | +6.5% |
| 5Y | +57.2% | -93.1% | +150.3% | +69.2% |
| All | +41.3% | -89.7% | +131.0% | +50.6% |
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 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