-0.9%
CTSH vs HTZ
-93.2%
+92.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.5% |
| 7D | -2.1% | -8.5% | +6.4% | -1.7% |
| 30D | +1.4% | -18.9% | +20.3% | +2.2% |
| 3M | +7.5% | -36.0% | +43.5% | +9.5% |
| 6M | +39.6% | -74.6% | +114.1% | +48.0% |
| YTD | -22.3% | -70.8% | +48.5% | -18.9% |
| 1Y | -12.0% | -75.3% | +63.3% | -7.2% |
| 3Y | +1.8% | -81.6% | +83.4% | +4.5% |
| 5Y | -15.8% | -94.4% | +78.6% | -4.4% |
| All | -0.9% | -93.2% | +92.3% | +15.2% |
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