-91.5%
HTZ vs COPX
+172.8%
-264.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +2.0% | +1.7% |
| 7D | +7.5% | -4.0% | +11.5% | +9.7% |
| 30D | +47.4% | +4.5% | +42.9% | +44.0% |
| 3M | -54.9% | +0.8% | -55.7% | -55.0% |
| 6M | -47.0% | +3.2% | -50.2% | -48.3% |
| YTD | -55.3% | +26.7% | -82.0% | -61.3% |
| 1Y | -57.6% | +85.7% | -143.3% | -70.8% |
| 3Y | -86.6% | +151.2% | -237.8% | -92.6% |
| 5Y | -86.1% | +170.0% | -256.1% | -92.9% |
| All | -91.5% | +172.8% | -264.3% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling