-86.5%
HTZ vs COO
-23.4%
-63.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.1% |
| 7D | +7.5% | -2.2% | +9.7% | +8.6% |
| 30D | +47.4% | -7.0% | +54.5% | +52.4% |
| 3M | -54.9% | +12.2% | -67.1% | -59.3% |
| 6M | -47.0% | -15.1% | -31.9% | -42.7% |
| YTD | -55.3% | -15.1% | -40.2% | -51.5% |
| 1Y | -57.6% | +2.3% | -60.0% | -59.5% |
| All | -86.5% | -23.4% | -63.1% | -87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling