+1.3%
CTSH vs HTZ
-92.5%
+93.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.4% | +5.6% | -2.3% |
| 7D | -0.6% | -14.6% | +14.0% | 0.0% |
| 30D | +13.4% | -20.8% | +34.2% | +14.5% |
| 3M | +14.4% | -18.8% | +33.2% | +14.9% |
| 6M | +27.7% | -74.7% | +102.4% | +35.6% |
| YTD | -20.6% | -68.1% | +47.5% | -17.5% |
| 1Y | -9.1% | -73.5% | +64.4% | -4.5% |
| 3Y | +3.1% | -81.8% | +84.9% | +6.7% |
| 5Y | -11.8% | -95.2% | +83.5% | +0.3% |
| All | +1.3% | -92.5% | +93.8% | +17.3% |
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