+92.3%
COST vs HTZ
-82.6%
+174.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.4% | +7.3% | -1.0% |
| 7D | +4.1% | -14.6% | +18.7% | +4.2% |
| 30D | +12.0% | -20.8% | +32.8% | +12.2% |
| 3M | +11.2% | -18.8% | +30.0% | +11.2% |
| 6M | +6.1% | -74.7% | +80.8% | +7.6% |
| YTD | +22.9% | -68.1% | +91.0% | +23.8% |
| 1Y | +14.7% | -73.5% | +88.2% | +15.9% |
| 3Y | +92.3% | -81.8% | +174.1% | +94.3% |
| All | +92.3% | -82.6% | +174.9% | +94.3% |
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 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