+159.4%
COP vs HTZ
-93.2%
+252.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.0% | +8.8% | +1.3% |
| 7D | -6.1% | -27.5% | +21.4% | -4.6% |
| 30D | +1.1% | -21.9% | +23.0% | +2.1% |
| 3M | +10.9% | -29.2% | +40.2% | +12.3% |
| 6M | +20.8% | -75.2% | +96.0% | +29.3% |
| YTD | +48.0% | -70.8% | +118.9% | +54.9% |
| 1Y | +58.5% | -76.1% | +134.6% | +68.3% |
| 3Y | +28.1% | -82.5% | +110.6% | +32.2% |
| 5Y | +120.5% | -94.1% | +214.5% | +153.9% |
| All | +159.4% | -93.2% | +252.6% | +190.0% |
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