-80.2%
HTZ vs CG
+48.3%
-128.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -6.5% | -14.3% | -16.9% |
| 7D | -7.7% | -1.5% | -6.2% | -5.9% |
| 30D | -13.1% | +2.8% | -15.9% | -13.6% |
| 3M | +14.7% | -19.2% | +34.0% | +29.1% |
| 6M | -70.6% | -21.0% | -49.7% | -66.4% |
| YTD | -65.2% | -31.0% | -34.2% | -57.2% |
| 1Y | -73.2% | -21.1% | -52.1% | -69.2% |
| All | -80.2% | +48.3% | -128.4% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling