-91.5%
HTZ vs CPB
-42.3%
-49.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +1.4% |
| 7D | +7.5% | -8.6% | +16.1% | +7.8% |
| 30D | +47.4% | -7.2% | +54.7% | +47.8% |
| 3M | -54.9% | +0.9% | -55.8% | -55.0% |
| 6M | -47.0% | -11.8% | -35.2% | -46.4% |
| YTD | -55.3% | -19.4% | -35.8% | -54.2% |
| 1Y | -57.6% | -30.4% | -27.3% | -55.8% |
| 3Y | -86.6% | -40.2% | -46.5% | -85.6% |
| 5Y | -86.1% | -39.5% | -46.6% | -85.0% |
| All | -91.5% | -42.3% | -49.2% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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