-60.5%
CPNG vs HTZ
-92.6%
+32.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +11.7% | -16.4% | +28.1% | +14.0% |
| 30D | +3.8% | -15.1% | +18.9% | +5.5% |
| 3M | +1.2% | -28.2% | +29.4% | +4.1% |
| 6M | -3.3% | -73.1% | +69.8% | +9.3% |
| YTD | -30.4% | -68.3% | +37.9% | -24.1% |
| 1Y | -43.1% | -75.2% | +32.1% | -36.1% |
| 3Y | +8.2% | -81.1% | +89.4% | +16.2% |
| 5Y | -44.7% | -95.0% | +50.3% | -26.2% |
| All | -60.5% | -92.6% | +32.1% | -47.1% |
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