-57.6%
HTZ vs COMP
+22.2%
-79.8%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +7.5% | +1.4% | +6.1% | +7.1% |
| 30D | +47.4% | -13.3% | +60.8% | +51.3% |
| 3M | -54.9% | +41.1% | -96.0% | -60.0% |
| 6M | -47.0% | +17.2% | -64.2% | -50.2% |
| YTD | -55.3% | +5.2% | -60.5% | -57.0% |
| 1Y | -57.6% | +18.9% | -76.6% | -64.7% |
| All | -57.6% | +22.2% | -79.8% | -64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling