-91.6%
HTZ vs CP
+27.4%
-119.0%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.5% | +5.7% | +6.6% |
| 7D | +18.9% | +5.6% | +13.4% | +14.4% |
| 30D | +26.3% | +10.0% | +16.2% | +17.8% |
| 3M | +49.7% | +4.4% | +45.3% | +44.9% |
| 6M | -61.1% | +14.1% | -75.2% | -65.0% |
| YTD | -56.0% | +29.1% | -85.1% | -64.4% |
| 1Y | -66.4% | +34.6% | -101.0% | -73.7% |
| 3Y | -75.8% | +29.8% | -105.5% | -80.7% |
| 5Y | -93.1% | +28.7% | -121.8% | -94.6% |
| All | -91.6% | +27.4% | -119.0% | -93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling