+93.0%
CSCO vs HTZ
-81.0%
+174.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -20.8% | +13.2% | -6.7% |
| 7D | -11.9% | -7.7% | -4.1% | -11.5% |
| 30D | -18.8% | -13.1% | -5.7% | -18.4% |
| 3M | -21.2% | +14.7% | -36.0% | -21.7% |
| 6M | +1.9% | -70.6% | +72.5% | +5.7% |
| YTD | +26.1% | -65.2% | +91.3% | +29.5% |
| 1Y | +34.7% | -73.2% | +107.9% | +39.4% |
| All | +93.0% | -81.0% | +174.0% | +98.4% |
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