-91.6%
HTZ vs COMP
-24.2%
-67.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +7.7% | +1.5% | +7.5% |
| 7D | +18.9% | +9.5% | +9.5% | +16.6% |
| 30D | +26.3% | +8.1% | +18.2% | +24.0% |
| 3M | +49.7% | -16.3% | +66.0% | +55.0% |
| 6M | -61.1% | +42.2% | -103.3% | -65.3% |
| YTD | -56.0% | -5.0% | -51.0% | -57.4% |
| 1Y | -66.4% | +20.1% | -86.5% | -69.3% |
| 3Y | -75.8% | +358.4% | -434.2% | -84.7% |
| 5Y | -93.1% | -21.9% | -71.1% | -94.6% |
| All | -91.6% | -24.2% | -67.4% | -93.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling