+82.8%
CME vs HTZ
-92.5%
+175.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.3% | -7.1% | +2.1% |
| 7D | +2.5% | -27.4% | +29.9% | +2.8% |
| 30D | +13.9% | -11.4% | +25.3% | +14.0% |
| 3M | +22.4% | -33.1% | +55.4% | +22.8% |
| 6M | +12.9% | -73.5% | +86.4% | +14.5% |
| YTD | +19.6% | -68.1% | +87.7% | +21.0% |
| 1Y | +17.7% | -74.3% | +92.0% | +19.3% |
| 3Y | +65.3% | -80.9% | +146.2% | +68.7% |
| 5Y | +75.1% | -93.8% | +168.9% | +87.2% |
| All | +82.8% | -92.5% | +175.3% | +94.3% |
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