-93.9%
HTZ vs CHD
+36.0%
-129.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | -1.8% | -6.6% | -8.2% |
| 7D | -14.6% | +2.0% | -16.5% | -14.7% |
| 30D | -20.8% | +13.0% | -33.8% | -21.4% |
| 3M | -18.8% | +6.1% | -24.9% | -19.2% |
| 6M | -74.7% | +15.9% | -90.6% | -75.0% |
| YTD | -68.1% | +31.6% | -99.7% | -68.9% |
| 1Y | -73.5% | +28.5% | -101.9% | -74.1% |
| 3Y | -81.8% | +30.5% | -112.3% | -82.8% |
| 5Y | -95.2% | +30.7% | -126.0% | -95.6% |
| All | -93.9% | +36.0% | -129.9% | -94.7% |
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