+91.6%
CSCO vs HTZ
-94.7%
+186.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -20.8% | +13.2% | -6.3% |
| 7D | -11.9% | -7.7% | -4.1% | -11.4% |
| 30D | -18.8% | -13.1% | -5.7% | -18.3% |
| 3M | -21.2% | +14.7% | -36.0% | -22.1% |
| 6M | +1.9% | -70.6% | +72.5% | +7.6% |
| YTD | +26.1% | -65.2% | +91.3% | +31.1% |
| 1Y | +34.7% | -73.2% | +107.9% | +41.9% |
| 3Y | +94.0% | -80.8% | +174.9% | +102.5% |
| 5Y | +91.6% | -94.8% | +186.4% | +124.4% |
| All | +91.6% | -94.7% | +186.3% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling