+89.4%
CNP vs HTZ
-89.7%
+179.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +9.2% | -12.7% | -3.7% |
| 7D | -1.3% | +18.9% | -20.3% | -1.7% |
| 30D | +8.7% | +26.3% | -17.5% | +8.1% |
| 3M | -0.7% | +49.7% | -50.4% | -1.8% |
| 6M | -4.2% | -61.1% | +56.9% | -2.7% |
| YTD | +8.9% | -56.0% | +64.9% | +9.9% |
| 1Y | +8.3% | -66.4% | +74.8% | +10.1% |
| 3Y | +61.8% | -75.8% | +137.5% | +65.1% |
| 5Y | +75.7% | -93.1% | +168.8% | +88.2% |
| All | +89.4% | -89.7% | +179.1% | +101.7% |
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