+15.8%
CME vs HTZ
-77.9%
+93.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.0% | +9.5% | +1.5% |
| 7D | +1.7% | -27.5% | +29.2% | +1.8% |
| 30D | +10.2% | -21.9% | +32.0% | +10.3% |
| 3M | +17.8% | -29.2% | +47.0% | +17.8% |
| 6M | +11.0% | -75.2% | +86.2% | +13.3% |
| YTD | +17.0% | -70.8% | +87.9% | +20.3% |
| 1Y | +15.8% | -76.1% | +91.9% | +18.6% |
| All | +15.8% | -77.9% | +93.7% | +18.6% |
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