+94.7%
COF vs HTZ
-82.4%
+177.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.4% | +0.9% |
| 7D | -3.4% | -8.5% | +5.2% | -2.8% |
| 30D | +0.4% | -18.9% | +19.3% | +1.4% |
| 3M | -12.5% | -36.0% | +23.5% | -10.3% |
| 6M | +8.3% | -74.6% | +82.9% | +17.0% |
| YTD | -18.6% | -70.8% | +52.3% | -13.6% |
| 1Y | -8.6% | -75.3% | +66.7% | -2.0% |
| 3Y | +94.7% | -81.6% | +176.2% | +106.9% |
| All | +94.7% | -82.4% | +177.0% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling