+214.4%
COR vs HTZ
-91.9%
+306.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -20.8% | +16.8% | -4.0% |
| 7D | +2.8% | -7.7% | +10.5% | +2.8% |
| 30D | +7.4% | -13.1% | +20.5% | +7.4% |
| 3M | +7.3% | +14.7% | -7.5% | +7.4% |
| 6M | +11.5% | -70.6% | +82.1% | +11.4% |
| YTD | +1.2% | -65.2% | +66.3% | +1.1% |
| 1Y | -3.3% | -73.2% | +69.9% | -3.3% |
| 3Y | +78.5% | -80.8% | +159.3% | +80.0% |
| 5Y | +183.0% | -94.8% | +277.8% | +191.7% |
| All | +214.4% | -91.9% | +306.3% | +233.3% |
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