+90.3%
CNP vs HTZ
-93.2%
+183.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.0% | +9.0% | +1.2% |
| 7D | -3.0% | -27.5% | +24.5% | -2.4% |
| 30D | +6.8% | -21.9% | +28.7% | +7.3% |
| 3M | +3.6% | -29.2% | +32.9% | +4.1% |
| 6M | 0.0% | -75.2% | +75.2% | +2.4% |
| YTD | +9.4% | -70.8% | +80.2% | +11.3% |
| 1Y | +6.8% | -76.1% | +82.9% | +9.2% |
| 3Y | +64.2% | -82.5% | +146.7% | +68.0% |
| 5Y | +76.0% | -94.1% | +170.1% | +89.2% |
| All | +90.3% | -93.2% | +183.5% | +104.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling