-5.3%
CMG vs HTZ
-86.4%
+81.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -2.8% | +7.5% | -10.3% | -3.0% |
| 30D | +7.1% | +47.4% | -40.3% | +5.5% |
| 3M | +31.2% | -54.9% | +86.1% | +33.8% |
| 6M | +0.7% | -47.0% | +47.7% | +1.9% |
| YTD | -0.1% | -55.3% | +55.1% | +1.7% |
| 1Y | -10.7% | -57.6% | +46.9% | -9.3% |
| All | -5.3% | -86.4% | +81.1% | -1.0% |
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 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