-66.4%
HTZ vs CRBG
+20.9%
-87.3%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +1.4% | +7.8% | +8.3% |
| 7D | +18.9% | +2.6% | +16.3% | +17.2% |
| 30D | +26.3% | +4.0% | +22.2% | +23.6% |
| 3M | +49.7% | +15.5% | +34.2% | +35.8% |
| 6M | -61.1% | +36.0% | -97.1% | -67.9% |
| YTD | -56.0% | +23.3% | -79.4% | -61.4% |
| 1Y | -66.4% | +19.9% | -86.3% | -70.1% |
| All | -66.4% | +20.9% | -87.3% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling