-94.3%
HTZ vs CBOE
+228.1%
-322.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.1% | -6.0% | -6.1% |
| 7D | -14.0% | +4.5% | -18.4% | -14.3% |
| 30D | -19.8% | +26.2% | -46.0% | -21.8% |
| 3M | -45.0% | +27.1% | -72.1% | -46.6% |
| 6M | -73.2% | +4.2% | -77.4% | -73.7% |
| YTD | -70.0% | +48.0% | -118.1% | -71.8% |
| 1Y | -75.7% | +42.4% | -118.2% | -77.0% |
| 3Y | -82.1% | +116.8% | -198.9% | -85.1% |
| 5Y | -94.3% | +199.0% | -293.3% | -96.2% |
| All | -94.3% | +228.1% | -322.4% | -96.5% |
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