-28.6%
COIN vs HTZ
-90.7%
+62.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | -10.6% | -9.7% | -0.9% | -8.6% |
| 30D | +16.0% | -16.3% | +32.3% | +19.5% |
| 3M | +11.9% | -58.8% | +70.7% | +29.6% |
| 6M | -12.3% | -48.9% | +36.5% | -5.8% |
| YTD | -23.8% | -60.1% | +36.3% | -13.4% |
| 1Y | -45.4% | -65.0% | +19.6% | -37.8% |
| 3Y | +109.9% | -87.2% | +197.1% | +213.3% |
| 5Y | -30.6% | -87.1% | +56.5% | +21.0% |
| All | -28.6% | -90.7% | +62.0% | +23.6% |
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