-94.4%
HTZ vs CGNX
-37.2%
-57.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.9% | -8.9% | -8.3% |
| 7D | -27.5% | -12.6% | -15.0% | -23.5% |
| 30D | -21.9% | -19.3% | -2.6% | -15.1% |
| 3M | -29.2% | -21.0% | -8.3% | -23.4% |
| 6M | -75.2% | -22.4% | -52.8% | -73.5% |
| YTD | -70.8% | +41.8% | -112.6% | -77.6% |
| 1Y | -76.1% | +32.5% | -108.6% | -81.0% |
| 3Y | -82.5% | +42.8% | -125.3% | -87.5% |
| 5Y | -94.1% | -34.8% | -59.3% | -94.0% |
| All | -94.4% | -37.2% | -57.3% | -95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling