-82.5%
HTZ vs CRBG
+109.6%
-192.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.1% | -8.0% | -8.0% |
| 7D | -27.5% | +0.5% | -28.0% | -27.2% |
| 30D | -21.9% | +5.3% | -27.2% | -23.6% |
| 3M | -29.2% | +4.9% | -34.1% | -31.0% |
| 6M | -75.2% | +33.6% | -108.8% | -79.0% |
| YTD | -70.8% | +22.2% | -93.0% | -74.0% |
| 1Y | -76.1% | +23.2% | -99.3% | -78.9% |
| 3Y | -82.5% | +103.9% | -186.4% | -85.2% |
| All | -82.5% | +109.6% | -192.1% | -85.2% |
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