+17.1%
CME vs HTZ
-75.3%
+92.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.4% | +7.9% | -0.4% |
| 7D | +0.9% | -14.6% | +15.5% | +1.0% |
| 30D | +13.2% | -20.8% | +34.0% | +13.3% |
| 3M | +16.3% | -18.8% | +35.1% | +16.1% |
| 6M | +7.1% | -74.7% | +81.8% | +9.4% |
| YTD | +15.8% | -68.1% | +83.9% | +19.1% |
| 1Y | +17.1% | -73.5% | +90.6% | +20.9% |
| All | +17.1% | -75.3% | +92.4% | +20.9% |
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