-91.9%
HTZ vs CRBG
+129.5%
-221.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -3.2% |
| 7D | -8.5% | +6.6% | -15.2% | -11.9% |
| 30D | -18.9% | +7.1% | -26.0% | -21.3% |
| 3M | -36.0% | +6.7% | -42.8% | -37.9% |
| 6M | -74.6% | +39.7% | -114.2% | -78.7% |
| YTD | -70.8% | +23.7% | -94.5% | -74.0% |
| 1Y | -75.3% | +29.1% | -104.4% | -78.5% |
| 3Y | -81.6% | +105.0% | -186.6% | -87.3% |
| All | -91.9% | +129.5% | -221.4% | -94.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling