-86.3%
HTZ vs CRBG
+123.3%
-209.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.1% | -2.9% | -3.8% |
| 7D | -2.5% | +4.9% | -7.4% | -5.1% |
| 30D | -3.7% | +0.2% | -4.0% | -4.5% |
| 3M | -57.0% | +25.5% | -82.5% | -62.2% |
| 6M | -47.0% | +35.7% | -82.7% | -55.5% |
| YTD | -57.5% | +14.0% | -71.5% | -60.8% |
| 1Y | -63.5% | +3.9% | -67.4% | -64.8% |
| 3Y | -86.3% | +118.8% | -205.2% | -90.0% |
| All | -86.3% | +123.3% | -209.6% | -90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling