+19.6%
CME vs HTZ
-60.6%
+80.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.2% | -7.8% | +1.4% |
| 7D | +4.8% | +18.9% | -14.1% | +4.8% |
| 30D | +14.2% | +26.3% | -12.1% | +14.1% |
| 3M | +17.9% | +49.7% | -31.7% | +17.0% |
| 6M | +7.2% | -61.1% | +68.3% | +9.4% |
| YTD | +16.7% | -56.0% | +72.8% | +19.8% |
| 1Y | +19.6% | -66.4% | +86.0% | +22.8% |
| All | +19.6% | -60.6% | +80.2% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling