-86.4%
HTZ vs CGNX
-27.3%
-59.1%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.4% | -1.1% | +0.4% |
| 7D | +7.5% | +3.0% | +4.5% | +6.2% |
| 30D | +47.4% | -11.8% | +59.3% | +53.0% |
| 3M | -54.9% | -3.6% | -51.3% | -55.6% |
| 6M | -47.0% | +17.4% | -64.4% | -52.3% |
| YTD | -55.3% | +73.7% | -129.0% | -68.0% |
| 1Y | -57.6% | +41.5% | -99.2% | -67.0% |
| 3Y | -86.6% | +34.1% | -120.7% | -89.7% |
| All | -86.4% | -27.3% | -59.1% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling