-95.0%
HTZ vs COPX
+119.7%
-214.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.9% |
| 3M | -18.8% | -17.2% | -1.6% | -10.8% |
| 6M | -74.7% | -14.5% | -60.2% | -72.8% |
| YTD | -68.1% | -0.4% | -67.7% | -69.0% |
| 1Y | -73.5% | +21.9% | -95.4% | -77.0% |
| 3Y | -81.8% | +123.7% | -205.6% | -89.8% |
| All | -95.0% | +119.7% | -214.7% | -97.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling