+53.7%
COF vs HTZ
-89.5%
+143.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +1.8% | +7.5% | -5.7% | +1.0% |
| 30D | -0.6% | +47.4% | -48.0% | -5.7% |
| 3M | +20.3% | -54.9% | +75.2% | +27.7% |
| 6M | +13.0% | -47.0% | +60.0% | +16.5% |
| YTD | -8.3% | -55.3% | +46.9% | -3.7% |
| 1Y | -1.5% | -57.6% | +56.2% | +2.7% |
| 3Y | +122.3% | -86.6% | +208.9% | +164.8% |
| 5Y | +52.5% | -86.1% | +138.6% | +75.9% |
| All | +53.7% | -89.5% | +143.3% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling