-23.5%
COIN vs HTZ
-89.5%
+66.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.3% | -5.5% | -4.5% |
| 7D | +3.4% | +7.5% | -4.1% | +1.7% |
| 30D | +23.2% | +47.4% | -24.3% | +9.9% |
| 3M | +12.5% | -54.9% | +67.4% | +27.6% |
| 6M | -11.6% | -47.0% | +35.4% | -5.6% |
| YTD | -18.4% | -55.3% | +36.9% | -9.6% |
| 1Y | -39.8% | -57.6% | +17.8% | -34.6% |
| 3Y | +136.7% | -86.6% | +223.4% | +256.9% |
| 5Y | -33.7% | -86.1% | +52.4% | +12.8% |
| All | -23.5% | -89.5% | +66.0% | +29.1% |
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 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