+96.3%
COR vs HTZ
-86.4%
+182.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.8% |
| 7D | +2.8% | +7.5% | -4.7% | +2.9% |
| 30D | +4.5% | +47.4% | -42.9% | +5.2% |
| 3M | +22.7% | -54.9% | +77.6% | +21.5% |
| 6M | -9.7% | -47.0% | +37.3% | -10.3% |
| YTD | -1.4% | -55.3% | +53.8% | -2.2% |
| 1Y | +13.9% | -57.6% | +71.6% | +13.1% |
| All | +96.3% | -86.4% | +182.8% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling