+49.8%
COF vs HTZ
-90.1%
+139.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.0% | +2.4% | -2.0% |
| 7D | +1.2% | -2.5% | +3.7% | +1.5% |
| 30D | -1.4% | -3.7% | +2.3% | -1.6% |
| 3M | +19.0% | -57.0% | +76.0% | +27.0% |
| 6M | +14.9% | -47.0% | +61.8% | +18.2% |
| YTD | -10.7% | -57.5% | +46.8% | -5.6% |
| 1Y | -1.3% | -63.5% | +62.2% | +4.8% |
| 3Y | +124.3% | -86.3% | +210.6% | +164.7% |
| 5Y | +51.1% | -86.8% | +137.9% | +75.2% |
| All | +49.8% | -90.1% | +139.9% | +86.4% |
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 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