-91.6%
HTZ vs CHD
+39.3%
-130.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.6% | +6.5% | +8.9% |
| 7D | +18.9% | +6.9% | +12.0% | +18.3% |
| 30D | +26.3% | +17.1% | +9.1% | +24.8% |
| 3M | +49.7% | +9.1% | +40.6% | +48.5% |
| 6M | -61.1% | +21.4% | -82.5% | -61.9% |
| YTD | -56.0% | +34.9% | -90.9% | -57.3% |
| 1Y | -66.4% | +31.0% | -97.5% | -67.3% |
| 3Y | -75.8% | +33.8% | -109.6% | -77.1% |
| 5Y | -93.1% | +33.1% | -126.2% | -93.6% |
| All | -91.6% | +39.3% | -130.9% | -92.7% |
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 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