-94.0%
HTZ vs CGNX
-37.5%
-56.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.0% |
| 7D | -8.5% | +4.7% | -13.2% | -10.2% |
| 30D | -18.9% | -12.7% | -6.2% | -14.4% |
| 3M | -36.0% | -18.7% | -17.3% | -31.1% |
| 6M | -74.6% | -21.2% | -53.4% | -73.0% |
| YTD | -70.8% | +39.6% | -110.4% | -77.6% |
| 1Y | -75.3% | +35.6% | -110.8% | -80.7% |
| 3Y | -81.6% | +44.7% | -126.3% | -87.2% |
| All | -94.0% | -37.5% | -56.5% | -92.6% |
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