-47.0%
HTZ vs CG
-8.4%
-38.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +2.3% |
| 7D | +7.5% | -4.3% | +11.8% | +10.2% |
| 30D | +47.4% | -5.1% | +52.5% | +51.0% |
| 3M | -54.9% | +8.7% | -63.6% | -59.2% |
| 6M | -47.0% | -9.2% | -37.8% | -43.8% |
| All | -47.0% | -8.4% | -38.6% | -43.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling