+78.9%
CME vs HTZ
-93.2%
+172.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.0% | +9.5% | +1.6% |
| 7D | +1.7% | -27.5% | +29.2% | +2.0% |
| 30D | +10.2% | -21.9% | +32.0% | +10.4% |
| 3M | +17.8% | -29.2% | +47.0% | +18.0% |
| 6M | +11.0% | -75.2% | +86.2% | +12.7% |
| YTD | +17.0% | -70.8% | +87.9% | +18.5% |
| 1Y | +15.8% | -76.1% | +91.9% | +17.5% |
| 3Y | +61.8% | -82.5% | +144.3% | +65.3% |
| 5Y | +72.5% | -94.1% | +166.6% | +84.4% |
| All | +78.9% | -93.2% | +172.0% | +90.3% |
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