+77.8%
CME vs HTZ
-91.9%
+169.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -20.8% | +20.5% | -0.1% |
| 7D | +3.7% | -7.7% | +11.4% | +3.7% |
| 30D | +13.7% | -13.1% | +26.8% | +13.8% |
| 3M | +16.6% | +14.7% | +1.8% | +16.0% |
| 6M | +8.2% | -70.6% | +78.8% | +9.7% |
| YTD | +16.3% | -65.2% | +81.5% | +17.6% |
| 1Y | +19.1% | -73.2% | +92.3% | +20.7% |
| 3Y | +67.4% | -80.8% | +148.2% | +71.4% |
| 5Y | +71.0% | -94.8% | +165.8% | +83.7% |
| All | +77.8% | -91.9% | +169.7% | +88.8% |
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