-86.5%
HTZ vs CBOE
+105.6%
-192.2%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +7.5% | -3.6% | +11.1% | +7.1% |
| 30D | +47.4% | +5.1% | +42.4% | +48.0% |
| 3M | -54.9% | +4.6% | -59.5% | -55.5% |
| 6M | -47.0% | -0.3% | -46.7% | -47.6% |
| YTD | -55.3% | +19.8% | -75.0% | -53.0% |
| 1Y | -57.6% | +28.4% | -86.0% | -54.3% |
| All | -86.5% | +105.6% | -192.2% | -82.7% |
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