+39.0%
COF vs HTZ
-92.6%
+131.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.6% |
| 7D | -5.8% | -16.4% | +10.6% | -4.4% |
| 30D | -0.3% | -15.1% | +14.8% | +0.8% |
| 3M | -8.5% | -28.2% | +19.7% | -6.5% |
| 6M | +5.6% | -73.1% | +78.7% | +17.7% |
| YTD | -17.1% | -68.3% | +51.2% | -10.3% |
| 1Y | -7.4% | -75.2% | +67.8% | +2.9% |
| 3Y | +99.1% | -81.1% | +180.2% | +111.6% |
| 5Y | +39.5% | -95.0% | +134.5% | +75.8% |
| All | +39.0% | -92.6% | +131.6% | +77.1% |
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 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