+63.9%
CME vs HTZ
-81.0%
+144.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -20.8% | +20.5% | -0.4% |
| 7D | +3.7% | -7.7% | +11.4% | +3.6% |
| 30D | +13.7% | -13.1% | +26.8% | +13.7% |
| 3M | +16.6% | +14.7% | +1.8% | +16.6% |
| 6M | +8.2% | -70.6% | +78.8% | +8.0% |
| YTD | +16.3% | -65.2% | +81.5% | +16.5% |
| 1Y | +19.1% | -73.2% | +92.3% | +19.0% |
| All | +63.9% | -81.0% | +144.8% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling