-93.9%
HTZ vs COPX
+114.4%
-208.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +1.5% | -9.8% | -9.1% |
| 7D | -14.6% | -1.0% | -13.6% | -13.6% |
| 30D | -20.8% | -14.8% | -6.0% | -14.0% |
| 3M | -18.8% | -17.2% | -1.6% | -10.9% |
| 6M | -74.7% | -14.5% | -60.2% | -72.8% |
| YTD | -68.1% | -0.4% | -67.7% | -68.9% |
| 1Y | -73.5% | +21.9% | -95.4% | -76.9% |
| 3Y | -81.8% | +123.7% | -205.6% | -89.5% |
| 5Y | -95.2% | +121.8% | -217.1% | -97.3% |
| All | -93.9% | +114.4% | -208.3% | -96.6% |
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