+39.5%
CI vs HTZ
-91.9%
+131.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -20.8% | +19.5% | -0.4% |
| 7D | +1.0% | -7.7% | +8.8% | +1.3% |
| 30D | +9.9% | -13.1% | +23.0% | +10.3% |
| 3M | +12.1% | +14.7% | -2.7% | +10.8% |
| 6M | +10.6% | -70.6% | +81.2% | +14.8% |
| YTD | +11.4% | -65.2% | +76.6% | +14.4% |
| 1Y | +18.8% | -73.2% | +92.0% | +23.1% |
| 3Y | +2.9% | -80.8% | +83.7% | +6.1% |
| 5Y | +54.5% | -94.8% | +149.3% | +68.2% |
| All | +39.5% | -91.9% | +131.3% | +49.9% |
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