+136.6%
CSCO vs HTZ
-89.5%
+226.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -0.7% | +7.5% | -8.1% | -1.0% |
| 30D | -10.1% | +47.4% | -57.6% | -12.1% |
| 3M | -15.7% | -54.9% | +39.2% | -13.1% |
| 6M | +36.3% | -47.0% | +83.3% | +38.6% |
| YTD | +43.8% | -55.3% | +99.1% | +47.4% |
| 1Y | +63.9% | -57.6% | +121.6% | +67.3% |
| 3Y | +104.4% | -86.6% | +191.0% | +119.7% |
| 5Y | +111.4% | -86.1% | +197.5% | +127.4% |
| All | +136.6% | -89.5% | +226.2% | +155.6% |
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