+159.2%
COP vs HTZ
-91.9%
+251.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -20.8% | +19.7% | +0.1% |
| 7D | -9.7% | -7.7% | -2.0% | -9.5% |
| 30D | +4.7% | -13.1% | +17.8% | +5.2% |
| 3M | +18.5% | +14.7% | +3.8% | +16.2% |
| 6M | +11.4% | -70.6% | +82.0% | +18.1% |
| YTD | +47.9% | -65.2% | +113.1% | +53.3% |
| 1Y | +59.3% | -73.2% | +132.5% | +68.3% |
| 3Y | +23.6% | -80.8% | +104.4% | +27.8% |
| 5Y | +113.1% | -94.8% | +207.9% | +148.5% |
| All | +159.2% | -91.9% | +251.1% | +187.0% |
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 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