-91.6%
HTZ vs COO
-35.0%
-56.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +5.9% | +3.3% | +6.2% |
| 7D | +18.9% | +8.4% | +10.5% | +14.2% |
| 30D | +26.3% | +13.5% | +12.8% | +18.3% |
| 3M | +49.7% | -13.8% | +63.4% | +60.1% |
| 6M | -61.1% | +4.7% | -65.8% | -64.0% |
| YTD | -56.0% | -21.4% | -34.6% | -51.0% |
| 1Y | -66.4% | -6.7% | -59.7% | -66.3% |
| 3Y | -75.8% | -23.0% | -52.8% | -73.9% |
| 5Y | -93.1% | -38.7% | -54.3% | -92.0% |
| All | -91.6% | -35.0% | -56.6% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling