-18.0%
CMG vs HTZ
-82.4%
+64.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.4% |
| 7D | +2.5% | -8.5% | +11.0% | +2.7% |
| 30D | +15.6% | -18.9% | +34.5% | +16.2% |
| 3M | +8.2% | -36.0% | +44.2% | +9.4% |
| 6M | +9.9% | -74.6% | +84.4% | +14.1% |
| YTD | -4.6% | -70.8% | +66.2% | -1.8% |
| 1Y | +12.4% | -75.3% | +87.7% | +16.2% |
| 3Y | -18.0% | -81.6% | +63.6% | -16.1% |
| All | -18.0% | -82.4% | +64.4% | -16.1% |
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