-93.9%
HTZ vs CBOE
+214.2%
-308.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.1% | -8.4% | -8.4% |
| 7D | -14.6% | +5.3% | -19.9% | -15.1% |
| 30D | -20.8% | +25.5% | -46.2% | -22.9% |
| 3M | -18.8% | +22.5% | -41.3% | -21.0% |
| 6M | -74.7% | +2.6% | -77.3% | -75.2% |
| YTD | -68.1% | +41.8% | -109.9% | -69.8% |
| 1Y | -73.5% | +40.9% | -114.3% | -74.9% |
| 3Y | -81.8% | +108.7% | -190.5% | -84.9% |
| 5Y | -95.2% | +181.4% | -276.6% | -96.7% |
| All | -93.9% | +214.2% | -308.1% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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