-93.4%
HTZ vs COMP
-30.4%
-63.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -8.2% | -12.6% | -18.9% |
| 7D | -7.7% | -1.8% | -5.9% | -6.9% |
| 30D | -13.1% | -0.8% | -12.4% | -12.6% |
| 3M | +14.7% | -28.1% | +42.9% | +23.4% |
| 6M | -70.6% | +27.0% | -97.6% | -73.0% |
| YTD | -65.2% | -12.8% | -52.4% | -65.5% |
| 1Y | -73.2% | +4.9% | -78.1% | -74.6% |
| 3Y | -80.8% | +321.0% | -401.8% | -87.6% |
| 5Y | -94.8% | -25.6% | -69.2% | -95.8% |
| All | -93.4% | -30.4% | -63.0% | -95.0% |
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