-86.5%
HTZ vs CP
+17.1%
-103.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +7.5% | -2.7% | +10.2% | +9.5% |
| 30D | +47.4% | +0.2% | +47.3% | +47.0% |
| 3M | -54.9% | +2.6% | -57.5% | -56.1% |
| 6M | -47.0% | +6.0% | -53.0% | -50.0% |
| YTD | -55.3% | +24.9% | -80.2% | -63.7% |
| 1Y | -57.6% | +20.1% | -77.8% | -64.6% |
| All | -86.5% | +17.1% | -103.6% | -90.0% |
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