-94.0%
HTZ vs COPX
+126.4%
-220.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -3.5% |
| 7D | -16.4% | +3.3% | -19.7% | -17.4% |
| 30D | -15.1% | -12.2% | -2.9% | -9.3% |
| 3M | -28.2% | -14.5% | -13.7% | -22.7% |
| 6M | -73.1% | -12.2% | -60.9% | -71.5% |
| YTD | -68.3% | +5.2% | -73.5% | -70.0% |
| 1Y | -75.2% | +27.0% | -102.2% | -78.9% |
| 3Y | -81.1% | +149.1% | -230.3% | -89.7% |
| 5Y | -95.0% | +132.1% | -227.1% | -97.2% |
| All | -94.0% | +126.4% | -220.4% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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