-81.6%
HTZ vs CBOE
+113.4%
-195.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +3.4% | -11.4% | -7.5% |
| 7D | -27.5% | +6.0% | -33.5% | -26.9% |
| 30D | -21.9% | +19.9% | -41.8% | -20.2% |
| 3M | -29.2% | +28.4% | -57.6% | -27.4% |
| 6M | -75.2% | +5.2% | -80.4% | -76.0% |
| YTD | -70.8% | +46.4% | -117.2% | -68.8% |
| 1Y | -76.1% | +41.8% | -117.9% | -74.7% |
| All | -81.6% | +113.4% | -195.0% | -77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling