-93.4%
HTZ vs CG
+1.3%
-94.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.5% | -14.3% | -16.7% |
| 7D | -7.7% | -1.5% | -6.2% | -5.9% |
| 30D | -13.1% | +2.8% | -15.9% | -13.8% |
| 3M | +14.7% | -19.2% | +34.0% | +30.1% |
| 6M | -70.6% | -21.0% | -49.7% | -66.1% |
| YTD | -65.2% | -31.0% | -34.2% | -56.3% |
| 1Y | -73.2% | -21.1% | -52.1% | -68.9% |
| 3Y | -80.8% | +48.8% | -129.6% | -86.3% |
| 5Y | -94.8% | -21.5% | -73.3% | -94.4% |
| All | -93.4% | +1.3% | -94.7% | -94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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