-93.1%
HTZ vs CG
-13.7%
-79.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +4.5% | +4.7% | +6.4% |
| 7D | +18.9% | +9.4% | +9.5% | +12.6% |
| 30D | +26.3% | +8.7% | +17.5% | +19.7% |
| 3M | +49.7% | -15.0% | +64.6% | +63.2% |
| 6M | -61.1% | -13.2% | -47.9% | -57.9% |
| YTD | -56.0% | -26.2% | -29.9% | -47.5% |
| 1Y | -66.4% | -14.1% | -52.3% | -63.4% |
| 3Y | -75.8% | +59.2% | -135.0% | -83.8% |
| 5Y | -93.1% | -14.8% | -78.3% | -92.1% |
| All | -93.1% | -13.7% | -79.4% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling