-91.5%
HTZ vs CG
+19.1%
-110.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +2.3% |
| 7D | +7.5% | -4.3% | +11.8% | +10.3% |
| 30D | +47.4% | -5.1% | +52.5% | +50.2% |
| 3M | -54.9% | +8.7% | -63.6% | -57.4% |
| 6M | -47.0% | -9.2% | -37.8% | -44.0% |
| YTD | -55.3% | -18.9% | -36.4% | -49.6% |
| 1Y | -57.6% | -25.6% | -32.0% | -50.2% |
| 3Y | -86.6% | +57.3% | -143.9% | -90.8% |
| 5Y | -86.1% | +10.2% | -96.3% | -88.0% |
| All | -91.5% | +19.1% | -110.5% | -93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling