-75.3%
HTZ vs COPX
+11.4%
-86.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | -1.3% |
| 7D | -8.5% | -2.8% | -5.7% | -7.1% |
| 30D | -18.9% | -14.3% | -4.6% | -12.5% |
| 3M | -36.0% | -19.0% | -17.0% | -29.7% |
| 6M | -74.6% | -24.4% | -50.2% | -71.4% |
| YTD | -70.8% | -3.2% | -67.6% | -72.5% |
| 1Y | -75.3% | +15.2% | -90.4% | -79.6% |
| All | -75.3% | +11.4% | -86.7% | -79.6% |
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 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