-5.1%
COF vs HTZ
-60.6%
+55.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.2% | -10.3% | -1.7% |
| 7D | +0.7% | +18.9% | -18.2% | -0.4% |
| 30D | +5.7% | +26.3% | -20.5% | +3.9% |
| 3M | -6.7% | +49.7% | -56.4% | -10.2% |
| 6M | +9.5% | -61.1% | +70.6% | +18.3% |
| YTD | -13.9% | -56.0% | +42.2% | -10.7% |
| 1Y | -5.1% | -66.4% | +61.4% | +6.1% |
| All | -5.1% | -60.6% | +55.6% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling