+233.0%
COR vs HTZ
-93.2%
+326.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.6% | +5.6% | +3.0% |
| 7D | +7.8% | -8.5% | +16.4% | +7.9% |
| 30D | +7.0% | -18.9% | +25.9% | +7.1% |
| 3M | +16.3% | -36.0% | +52.3% | +16.3% |
| 6M | +41.3% | -74.6% | +115.9% | +41.3% |
| YTD | +7.1% | -70.8% | +78.0% | +7.1% |
| 1Y | -0.8% | -75.3% | +74.5% | -0.8% |
| 3Y | +85.0% | -81.6% | +166.6% | +85.7% |
| 5Y | +203.9% | -94.4% | +298.3% | +213.9% |
| All | +233.0% | -93.2% | +326.2% | +253.1% |
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