-74.9%
HTZ vs CP
+29.6%
-104.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -65.1% |
| YTD | -56.0% | +29.1% | -85.1% | -64.8% |
| 1Y | -66.4% | +34.6% | -101.0% | -74.1% |
| All | -74.9% | +29.6% | -104.5% | -82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling