-60.9%
CSGP vs HTZ
-89.7%
+28.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +9.2% | -5.2% | +3.2% |
| 7D | +18.3% | +18.9% | -0.6% | +16.4% |
| 30D | +17.8% | +26.3% | -8.5% | +15.1% |
| 3M | +9.3% | +49.7% | -40.4% | +3.6% |
| 6M | -7.9% | -61.1% | +53.2% | -2.0% |
| YTD | -51.5% | -56.0% | +4.5% | -49.7% |
| 1Y | -53.3% | -66.4% | +13.1% | -50.2% |
| 3Y | -57.9% | -75.8% | +17.9% | -56.0% |
| 5Y | -61.3% | -93.1% | +31.8% | -54.5% |
| All | -60.9% | -89.7% | +28.9% | -53.6% |
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 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