+20.1%
CMG vs HTZ
-89.5%
+109.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.7% |
| 7D | -2.8% | +7.5% | -10.3% | -3.3% |
| 30D | +7.1% | +47.4% | -40.3% | +3.4% |
| 3M | +31.2% | -54.9% | +86.1% | +36.7% |
| 6M | +0.7% | -47.0% | +47.7% | +2.9% |
| YTD | -0.1% | -55.3% | +55.1% | +3.4% |
| 1Y | -10.7% | -57.6% | +46.9% | -8.0% |
| 3Y | -4.7% | -86.6% | +81.9% | +12.8% |
| 5Y | -3.8% | -86.1% | +82.4% | +14.4% |
| All | +20.1% | -89.5% | +109.7% | +48.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling