-75.7%
HTZ vs CGNX
+32.3%
-108.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.8% | -4.3% | -5.8% |
| 7D | -14.0% | +6.9% | -20.9% | -14.9% |
| 30D | -19.8% | -15.4% | -4.4% | -18.0% |
| 3M | -45.0% | -16.2% | -28.8% | -43.8% |
| 6M | -73.2% | -22.5% | -50.7% | -72.7% |
| YTD | -70.0% | +41.7% | -111.7% | -75.8% |
| 1Y | -75.7% | +33.8% | -109.5% | -79.2% |
| All | -75.7% | +32.3% | -108.0% | -79.2% |
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