+92.3%
CTVA vs HTZ
-93.2%
+185.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.0% | +8.5% | +1.0% |
| 7D | +2.4% | -27.5% | +30.0% | +4.5% |
| 30D | -8.1% | -21.9% | +13.8% | -6.8% |
| 3M | +6.3% | -29.2% | +35.5% | +8.1% |
| 6M | +0.4% | -75.2% | +75.6% | +8.0% |
| YTD | +21.8% | -70.8% | +92.6% | +28.6% |
| 1Y | +24.9% | -76.1% | +101.0% | +33.5% |
| 3Y | +92.3% | -82.5% | +174.8% | +99.5% |
| 5Y | +78.9% | -94.1% | +173.0% | +99.4% |
| All | +92.3% | -93.2% | +185.5% | +115.4% |
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