+38.0%
COF vs HTZ
-92.5%
+130.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.3% | -8.7% | -0.3% |
| 7D | -4.5% | -27.4% | +23.0% | -1.6% |
| 30D | -2.0% | -11.4% | +9.3% | -1.4% |
| 3M | -9.7% | -33.1% | +23.3% | -7.0% |
| 6M | +8.0% | -73.5% | +81.5% | +20.5% |
| YTD | -17.7% | -68.1% | +50.4% | -11.1% |
| 1Y | -9.3% | -74.3% | +65.0% | +0.3% |
| 3Y | +96.3% | -80.9% | +177.2% | +108.0% |
| 5Y | +37.0% | -93.8% | +130.8% | +71.2% |
| All | +38.0% | -92.5% | +130.5% | +75.5% |
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