+69.4%
CME vs HTZ
-95.0%
+164.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.4% |
| 7D | -0.6% | -16.4% | +15.8% | -0.4% |
| 30D | +8.5% | -15.1% | +23.6% | +8.7% |
| 3M | +16.0% | -28.2% | +44.2% | +16.3% |
| 6M | +9.3% | -73.1% | +82.4% | +10.8% |
| YTD | +15.3% | -68.3% | +83.6% | +16.6% |
| 1Y | +14.4% | -75.2% | +89.6% | +16.0% |
| 3Y | +59.9% | -81.1% | +141.1% | +64.0% |
| 5Y | +69.4% | -95.0% | +164.4% | +86.6% |
| All | +69.4% | -95.0% | +164.4% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling