+275.0%
CCJ vs HTZ
-93.0%
+368.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.1% | +2.7% | -2.7% |
| 7D | +5.0% | -14.0% | +19.0% | +6.7% |
| 30D | -16.7% | -19.8% | +3.1% | -15.1% |
| 3M | -27.5% | -45.0% | +17.5% | -23.4% |
| 6M | -38.6% | -73.2% | +34.6% | -31.5% |
| YTD | -21.5% | -70.0% | +48.5% | -14.2% |
| 1Y | -22.3% | -75.7% | +53.4% | -13.4% |
| 3Y | +69.9% | -82.1% | +151.9% | +82.0% |
| 5Y | +163.6% | -94.3% | +257.9% | +235.1% |
| All | +275.0% | -93.0% | +368.0% | +377.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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