-93.4%
HTZ vs CHD
+38.4%
-131.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -0.6% | -20.2% | -20.7% |
| 7D | -7.7% | +5.0% | -12.8% | -8.1% |
| 30D | -13.1% | +15.3% | -28.4% | -14.0% |
| 3M | +14.7% | +7.7% | +7.0% | +14.0% |
| 6M | -70.6% | +19.8% | -90.4% | -71.1% |
| YTD | -65.2% | +34.0% | -99.2% | -66.2% |
| 1Y | -73.2% | +30.1% | -103.3% | -73.9% |
| 3Y | -80.8% | +33.0% | -113.8% | -81.8% |
| 5Y | -94.8% | +33.1% | -127.9% | -95.2% |
| All | -93.4% | +38.4% | -131.8% | -94.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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