-6.8%
CMG vs HTZ
-57.7%
+50.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -2.8% | +7.5% | -10.3% | -3.2% |
| 30D | +7.1% | +47.4% | -40.3% | +4.5% |
| 3M | +31.2% | -54.9% | +86.1% | +37.1% |
| 6M | +0.7% | -47.0% | +47.7% | +2.1% |
| YTD | -0.1% | -55.3% | +55.1% | +3.3% |
| All | -6.8% | -57.7% | +50.9% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling