-74.0%
HTZ vs COPX
+24.1%
-98.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.6% | -6.2% | -3.3% |
| 7D | -16.4% | +3.3% | -19.7% | -17.2% |
| 30D | -15.1% | -12.2% | -2.9% | -9.8% |
| 3M | -28.2% | -14.5% | -13.7% | -23.2% |
| 6M | -73.1% | -12.2% | -60.9% | -71.9% |
| YTD | -68.3% | +5.2% | -73.5% | -71.4% |
| All | -74.0% | +24.1% | -98.1% | -79.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling