-3.7%
COF vs HTZ
-65.3%
+61.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.8% | -1.2% |
| 7D | -2.7% | -10.4% | +7.7% | -2.2% |
| 30D | -3.4% | -2.4% | -1.0% | -3.5% |
| 3M | +15.4% | -60.9% | +76.3% | +20.4% |
| 6M | +14.4% | -50.2% | +64.7% | +16.2% |
| YTD | -12.0% | -59.7% | +47.7% | -9.0% |
| 1Y | -3.7% | -66.0% | +62.3% | -0.9% |
| All | -3.7% | -65.3% | +61.5% | -0.9% |
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