+62.0%
CME vs HTZ
-89.5%
+151.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -1.6% | +7.5% | -9.1% | -1.7% |
| 30D | +6.2% | +47.4% | -41.2% | +5.5% |
| 3M | +10.4% | -54.9% | +65.3% | +11.5% |
| 6M | -9.5% | -47.0% | +37.5% | -8.9% |
| YTD | +6.0% | -55.3% | +61.3% | +6.9% |
| 1Y | +9.3% | -57.6% | +66.9% | +10.1% |
| 3Y | +57.7% | -86.6% | +144.3% | +66.9% |
| 5Y | +77.7% | -86.1% | +163.8% | +82.3% |
| All | +62.0% | -89.5% | +151.6% | +71.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling