+88.0%
CTVA vs HTZ
-92.5%
+180.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -8.4% | +7.2% | -0.6% |
| 7D | +2.2% | -14.6% | +16.8% | +3.1% |
| 30D | -17.6% | -20.8% | +3.1% | -16.5% |
| 3M | +3.4% | -18.8% | +22.2% | +4.2% |
| 6M | -2.6% | -74.7% | +72.1% | +4.7% |
| YTD | +19.1% | -68.1% | +87.2% | +25.0% |
| 1Y | +26.8% | -73.5% | +100.3% | +34.6% |
| 3Y | +63.9% | -81.8% | +145.7% | +70.0% |
| 5Y | +75.7% | -95.2% | +171.0% | +95.1% |
| All | +88.0% | -92.5% | +180.6% | +109.4% |
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 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