-45.9%
CMCSA vs HTZ
-92.5%
+46.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.4% | +6.1% | -1.8% |
| 7D | +5.0% | -14.6% | +19.6% | +5.8% |
| 30D | +16.5% | -20.8% | +37.2% | +17.7% |
| 3M | -1.6% | -18.8% | +17.2% | -1.1% |
| 6M | -5.0% | -74.7% | +69.6% | +1.0% |
| YTD | -8.3% | -68.1% | +59.8% | -4.5% |
| 1Y | +0.4% | -73.5% | +73.9% | +5.6% |
| 3Y | -31.0% | -81.8% | +50.8% | -28.7% |
| 5Y | -42.5% | -95.2% | +52.7% | -37.3% |
| All | -45.9% | -92.5% | +46.6% | -41.1% |
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 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