-86.4%
HTZ vs COO
-38.8%
-47.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.1% |
| 7D | +7.5% | -2.2% | +9.7% | +8.7% |
| 30D | +47.4% | -7.0% | +54.5% | +52.8% |
| 3M | -54.9% | +12.2% | -67.1% | -59.3% |
| 6M | -47.0% | -15.1% | -31.9% | -42.9% |
| YTD | -55.3% | -15.1% | -40.2% | -51.7% |
| 1Y | -57.6% | +2.3% | -60.0% | -59.6% |
| 3Y | -86.6% | -23.7% | -62.9% | -85.3% |
| All | -86.4% | -38.8% | -47.6% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling