+4.1%
CTSH vs HTZ
-91.9%
+96.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -20.8% | +22.0% | +2.3% |
| 7D | +6.4% | -7.7% | +14.2% | +6.7% |
| 30D | +16.3% | -13.1% | +29.4% | +16.9% |
| 3M | +20.0% | +14.7% | +5.2% | +18.0% |
| 6M | +29.9% | -70.6% | +100.6% | +36.8% |
| YTD | -18.4% | -65.2% | +46.8% | -15.5% |
| 1Y | -8.9% | -73.2% | +64.3% | -4.2% |
| 3Y | +6.0% | -80.8% | +86.8% | +9.7% |
| 5Y | -9.3% | -94.8% | +85.5% | +2.7% |
| All | +4.1% | -91.9% | +96.0% | +20.0% |
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