+160.7%
COP vs HTZ
-92.5%
+253.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.4% | +9.0% | +1.1% |
| 7D | -11.5% | -14.6% | +3.1% | -11.0% |
| 30D | +5.0% | -20.8% | +25.7% | +6.0% |
| 3M | +17.5% | -18.8% | +36.3% | +17.9% |
| 6M | +16.2% | -74.7% | +90.9% | +24.4% |
| YTD | +48.8% | -68.1% | +116.9% | +55.0% |
| 1Y | +64.1% | -73.5% | +137.6% | +73.1% |
| 3Y | +25.7% | -81.8% | +107.5% | +30.0% |
| 5Y | +114.4% | -95.2% | +209.6% | +151.1% |
| All | +160.7% | -92.5% | +253.3% | +190.1% |
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 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