+70.0%
CNP vs HTZ
-94.7%
+164.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -20.8% | +18.2% | -2.2% |
| 7D | -5.3% | -7.7% | +2.4% | -5.2% |
| 30D | +3.7% | -13.1% | +16.8% | +3.9% |
| 3M | -1.1% | +14.7% | -15.8% | -1.7% |
| 6M | -7.1% | -70.6% | +63.5% | -5.2% |
| YTD | +6.0% | -65.2% | +71.2% | +7.5% |
| 1Y | +5.2% | -73.2% | +78.4% | +7.3% |
| 3Y | +57.5% | -80.8% | +138.3% | +62.7% |
| 5Y | +70.0% | -94.8% | +164.8% | +89.4% |
| All | +70.0% | -94.7% | +164.8% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling