-45.6%
CMCSA vs HTZ
-92.6%
+47.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.5% |
| 7D | +2.7% | -16.4% | +19.1% | +3.5% |
| 30D | +18.6% | -15.1% | +33.7% | +19.4% |
| 3M | -1.8% | -28.2% | +26.3% | -0.7% |
| 6M | -0.7% | -73.1% | +72.4% | +5.2% |
| YTD | -7.8% | -68.3% | +60.5% | -4.0% |
| 1Y | +0.7% | -75.2% | +76.0% | +6.5% |
| 3Y | -28.0% | -81.1% | +53.2% | -25.9% |
| 5Y | -42.1% | -95.0% | +52.9% | -36.8% |
| All | -45.6% | -92.6% | +47.0% | -40.8% |
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