-86.4%
HTZ vs CP
+32.0%
-118.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +7.5% | -2.7% | +10.2% | +9.4% |
| 30D | +47.4% | +0.2% | +47.3% | +47.1% |
| 3M | -54.9% | +2.6% | -57.5% | -56.0% |
| 6M | -47.0% | +6.0% | -53.0% | -49.8% |
| YTD | -55.3% | +24.9% | -80.2% | -62.9% |
| 1Y | -57.6% | +20.1% | -77.8% | -63.9% |
| 3Y | -86.6% | +16.4% | -103.0% | -88.5% |
| All | -86.4% | +32.0% | -118.4% | -90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling