-91.5%
HTZ vs CPAY
+61.7%
-153.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.7% |
| 7D | +7.5% | +2.1% | +5.4% | +6.3% |
| 30D | +47.4% | +5.5% | +41.9% | +42.9% |
| 3M | -54.9% | +16.6% | -71.5% | -59.0% |
| 6M | -47.0% | +26.7% | -73.7% | -54.5% |
| YTD | -55.3% | +38.4% | -93.6% | -64.2% |
| 1Y | -57.6% | +30.1% | -87.8% | -65.1% |
| 3Y | -86.6% | +52.6% | -139.2% | -90.5% |
| 5Y | -86.1% | +59.0% | -145.1% | -91.5% |
| All | -91.5% | +61.7% | -153.2% | -94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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