-47.0%
HTZ vs CRBG
+38.7%
-85.7%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.8% |
| 7D | +7.5% | +5.7% | +1.8% | +3.9% |
| 30D | +47.4% | +2.6% | +44.8% | +43.9% |
| 3M | -54.9% | +31.6% | -86.5% | -62.6% |
| 6M | -47.0% | +32.8% | -79.8% | -55.9% |
| All | -47.0% | +38.7% | -85.7% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling