+20.1%
CMG vs HTZ
-90.1%
+110.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | +0.4% |
| 7D | -1.5% | -2.5% | +1.0% | -1.3% |
| 30D | +12.7% | -3.7% | +16.5% | +12.6% |
| 3M | +26.3% | -57.0% | +83.3% | +32.1% |
| 6M | +4.5% | -47.0% | +51.5% | +6.7% |
| YTD | -0.1% | -57.5% | +57.4% | +3.8% |
| 1Y | -6.8% | -63.5% | +56.7% | -2.7% |
| 3Y | -5.0% | -86.3% | +81.4% | +11.3% |
| 5Y | -3.0% | -86.8% | +83.7% | +15.6% |
| All | +20.1% | -90.1% | +110.2% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling