-93.9%
HTZ vs CGNX
-40.9%
-53.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.6% | -9.0% | -8.6% |
| 7D | -14.6% | -14.9% | +0.3% | -8.7% |
| 30D | -20.8% | -21.9% | +1.2% | -12.6% |
| 3M | -18.8% | -29.0% | +10.2% | -8.0% |
| 6M | -74.7% | -23.0% | -51.6% | -73.0% |
| YTD | -68.1% | +33.4% | -101.5% | -74.8% |
| 1Y | -73.5% | +21.6% | -95.1% | -78.1% |
| 3Y | -81.8% | +35.8% | -117.6% | -86.8% |
| 5Y | -95.2% | -37.5% | -57.8% | -95.0% |
| All | -93.9% | -40.9% | -53.0% | -94.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling