-80.2%
HTZ vs COPX
+117.3%
-197.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -5.8% | -15.0% | -18.0% |
| 7D | -7.7% | -7.5% | -0.3% | -3.7% |
| 30D | -13.1% | -18.6% | +5.5% | -4.2% |
| 3M | +14.7% | -19.0% | +33.8% | +26.3% |
| 6M | -70.6% | -9.9% | -60.7% | -69.3% |
| YTD | -65.2% | -1.8% | -63.3% | -65.7% |
| 1Y | -73.2% | +21.6% | -94.8% | -76.2% |
| All | -80.2% | +117.3% | -197.4% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling