-82.5%
HTZ vs COPX
+141.3%
-223.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.2% | -4.8% | -6.5% |
| 7D | -27.5% | +1.6% | -29.2% | -27.6% |
| 30D | -21.9% | -15.0% | -6.9% | -15.6% |
| 3M | -29.2% | -18.6% | -10.7% | -22.4% |
| 6M | -75.2% | -14.9% | -60.3% | -73.5% |
| YTD | -70.8% | +1.8% | -72.7% | -71.8% |
| 1Y | -76.1% | +19.7% | -95.8% | -78.6% |
| 3Y | -82.5% | +140.9% | -223.4% | -92.7% |
| All | -82.5% | +141.3% | -223.8% | -92.7% |
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 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