+250.1%
CNQ vs HTZ
-90.7%
+340.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.1% | -11.3% | +11.4% | +0.9% |
| 30D | +6.2% | -27.1% | +33.3% | +8.3% |
| 3M | +12.4% | -59.5% | +71.9% | +18.1% |
| 6M | +9.0% | -50.5% | +59.5% | +11.2% |
| YTD | +52.2% | -60.3% | +112.5% | +58.0% |
| 1Y | +65.0% | -67.1% | +132.2% | +72.4% |
| 3Y | +78.8% | -87.4% | +166.3% | +100.6% |
| 5Y | +286.0% | -87.2% | +373.2% | +318.1% |
| All | +250.1% | -90.7% | +340.8% | +298.7% |
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 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