-91.5%
HTZ vs CHD
+22.6%
-114.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +7.5% | -2.7% | +10.2% | +7.7% |
| 30D | +47.4% | -4.6% | +52.1% | +47.8% |
| 3M | -54.9% | +5.0% | -59.9% | -55.3% |
| 6M | -47.0% | -3.2% | -43.8% | -46.9% |
| YTD | -55.3% | +18.6% | -73.9% | -56.1% |
| 1Y | -57.6% | +4.8% | -62.5% | -58.0% |
| 3Y | -86.6% | +6.1% | -92.7% | -86.9% |
| 5Y | -86.1% | +24.0% | -110.1% | -87.6% |
| All | -91.5% | +22.6% | -114.0% | -92.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling