-86.4%
HTZ vs COMP
-31.2%
-55.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +51.6% |
| 3M | -54.9% | +41.1% | -96.0% | -59.2% |
| 6M | -47.0% | +17.2% | -64.2% | -50.7% |
| YTD | -55.3% | +5.2% | -60.5% | -57.6% |
| 1Y | -57.6% | +18.9% | -76.6% | -61.1% |
| 3Y | -86.6% | +215.9% | -302.5% | -90.8% |
| All | -86.4% | -31.2% | -55.2% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling