+156.9%
COP vs HTZ
-89.5%
+246.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.2% |
| 7D | +3.0% | +7.5% | -4.5% | +2.5% |
| 30D | +17.5% | +47.4% | -30.0% | +14.0% |
| 3M | +13.4% | -54.9% | +68.3% | +17.7% |
| 6M | +17.7% | -47.0% | +64.7% | +19.4% |
| YTD | +46.6% | -55.3% | +101.8% | +50.4% |
| 1Y | +44.6% | -57.6% | +102.3% | +47.5% |
| 3Y | +20.7% | -86.6% | +107.3% | +34.1% |
| 5Y | +185.0% | -86.1% | +271.2% | +205.4% |
| All | +156.9% | -89.5% | +246.4% | +181.6% |
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 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