+77.0%
CME vs HTZ
-92.5%
+169.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +7.9% | -0.3% |
| 7D | +0.9% | -14.6% | +15.5% | +1.1% |
| 30D | +13.2% | -20.8% | +34.0% | +13.4% |
| 3M | +16.3% | -18.8% | +35.1% | +16.3% |
| 6M | +7.1% | -74.7% | +81.8% | +8.8% |
| YTD | +15.8% | -68.1% | +83.9% | +17.2% |
| 1Y | +17.1% | -73.5% | +90.6% | +18.7% |
| 3Y | +63.2% | -81.8% | +145.0% | +67.0% |
| 5Y | +70.2% | -95.2% | +165.4% | +83.1% |
| All | +77.0% | -92.5% | +169.6% | +88.2% |
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