-93.4%
HTZ vs CBOE
+214.0%
-307.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | +2.3% | -23.1% | -21.0% |
| 7D | -7.7% | +12.4% | -20.1% | -8.9% |
| 30D | -13.1% | +26.9% | -40.0% | -15.5% |
| 3M | +14.7% | +24.3% | -9.6% | +11.5% |
| 6M | -70.6% | +3.1% | -73.8% | -71.2% |
| YTD | -65.2% | +41.7% | -106.9% | -67.1% |
| 1Y | -73.2% | +41.5% | -114.7% | -74.6% |
| 3Y | -80.8% | +114.2% | -195.1% | -84.3% |
| 5Y | -94.8% | +181.3% | -276.0% | -96.4% |
| All | -93.4% | +214.0% | -307.4% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling