-16.8%
CMG vs HTZ
-82.6%
+65.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.4% | +5.6% | -2.5% |
| 7D | +8.0% | -14.6% | +22.5% | +8.4% |
| 30D | +11.9% | -20.8% | +32.7% | +12.5% |
| 3M | +2.1% | -18.8% | +20.9% | +2.4% |
| 6M | +5.2% | -74.7% | +79.9% | +9.3% |
| YTD | -6.9% | -68.1% | +61.1% | -4.5% |
| 1Y | +12.7% | -73.5% | +86.1% | +16.1% |
| 3Y | -16.8% | -81.8% | +65.0% | -15.4% |
| All | -16.8% | -82.6% | +65.8% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling