-70.6%
HTZ vs CNI
+16.7%
-87.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.9% | -18.9% | -20.7% |
| 7D | -7.7% | +2.0% | -9.7% | -6.8% |
| 30D | -13.1% | +6.8% | -19.9% | -10.1% |
| 3M | +14.7% | -0.3% | +15.0% | +14.6% |
| 6M | -70.6% | +16.3% | -86.9% | -68.3% |
| All | -70.6% | +16.7% | -87.3% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 6mo: compounded portfolio wealth divided by compounded CNI 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…
6mo analysis · Full analysis span regression · 6 months rolling