+293.7%
CCJ vs HTZ
-92.6%
+386.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.6% | +6.3% | +5.8% |
| 7D | +2.7% | -16.4% | +19.1% | +4.4% |
| 30D | -14.4% | -15.1% | +0.7% | -13.3% |
| 3M | -22.6% | -28.2% | +5.6% | -20.7% |
| 6M | -35.4% | -73.1% | +37.6% | -28.0% |
| YTD | -17.6% | -68.3% | +50.7% | -10.4% |
| 1Y | -18.1% | -75.2% | +57.1% | -8.9% |
| 3Y | +79.6% | -81.1% | +160.7% | +91.5% |
| 5Y | +175.3% | -95.0% | +270.3% | +250.6% |
| All | +293.7% | -92.6% | +386.3% | +398.7% |
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