-63.5%
HTZ vs CGNX
+39.1%
-102.6%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | 0.0% | -5.0% | -5.0% |
| 7D | -2.5% | +3.6% | -6.0% | -2.8% |
| 30D | -3.7% | -6.8% | +3.1% | -3.0% |
| 3M | -57.0% | -0.1% | -56.9% | -57.7% |
| 6M | -47.0% | +26.2% | -73.2% | -49.7% |
| YTD | -57.5% | +73.7% | -131.2% | -62.1% |
| 1Y | -63.5% | +40.4% | -103.9% | -66.7% |
| All | -63.5% | +39.1% | -102.6% | -66.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling