-93.4%
HTZ vs COO
-35.9%
-57.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -1.4% | -19.4% | -20.1% |
| 7D | -7.7% | +5.3% | -13.0% | -9.9% |
| 30D | -13.1% | +12.5% | -25.7% | -18.1% |
| 3M | +14.7% | -15.1% | +29.9% | +24.0% |
| 6M | -70.6% | +3.7% | -74.3% | -72.6% |
| YTD | -65.2% | -22.5% | -42.7% | -60.8% |
| 1Y | -73.2% | -7.8% | -65.4% | -72.9% |
| 3Y | -80.8% | -24.1% | -56.7% | -79.1% |
| 5Y | -94.8% | -40.1% | -54.7% | -93.9% |
| All | -93.4% | -35.9% | -57.4% | -92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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