+87.7%
CNP vs HTZ
-92.5%
+180.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.4% | +10.1% | +1.9% |
| 7D | -4.2% | -14.6% | +10.4% | -3.9% |
| 30D | +5.5% | -20.8% | +26.3% | +6.0% |
| 3M | +0.6% | -18.8% | +19.4% | +0.8% |
| 6M | -2.8% | -74.7% | +71.8% | -0.5% |
| YTD | +7.9% | -68.1% | +76.0% | +9.6% |
| 1Y | +6.7% | -73.5% | +80.1% | +8.8% |
| 3Y | +61.1% | -81.8% | +143.0% | +65.1% |
| 5Y | +73.0% | -95.2% | +168.2% | +86.7% |
| All | +87.7% | -92.5% | +180.2% | +101.1% |
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 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