-66.4%
HTZ vs CGNX
+31.4%
-97.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -8.7% | +17.9% | +10.2% |
| 7D | +18.9% | -9.2% | +28.1% | +20.1% |
| 30D | +26.3% | -17.6% | +43.8% | +28.9% |
| 3M | +49.7% | -25.7% | +75.4% | +55.1% |
| 6M | -61.1% | -5.5% | -55.6% | -62.3% |
| YTD | -56.0% | +48.1% | -104.1% | -65.2% |
| 1Y | -66.4% | +33.5% | -99.9% | -70.1% |
| All | -66.4% | +31.4% | -97.9% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling