-91.2%
HTZ vs CRBG
+128.0%
-219.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +0.6% | +8.7% | +9.0% |
| 7D | -27.4% | -0.3% | -27.1% | -26.9% |
| 30D | -11.4% | +4.5% | -15.8% | -12.7% |
| 3M | -33.1% | +9.0% | -42.0% | -35.8% |
| 6M | -73.5% | +39.3% | -112.8% | -77.8% |
| YTD | -68.1% | +22.9% | -91.0% | -71.5% |
| 1Y | -74.3% | +24.4% | -98.7% | -77.2% |
| 3Y | -80.9% | +105.1% | -186.0% | -86.9% |
| All | -91.2% | +128.0% | -219.2% | -94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling