-86.5%
HTZ vs CG
+58.1%
-144.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +2.3% |
| 7D | +7.5% | -4.3% | +11.8% | +10.1% |
| 30D | +47.4% | -5.1% | +52.5% | +50.1% |
| 3M | -54.9% | +8.7% | -63.6% | -57.4% |
| 6M | -47.0% | -9.2% | -37.8% | -44.2% |
| YTD | -55.3% | -18.9% | -36.4% | -50.0% |
| 1Y | -57.6% | -25.6% | -32.0% | -50.6% |
| All | -86.5% | +58.1% | -144.6% | -91.9% |
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