+269.5%
CCJ vs HTZ
-93.2%
+362.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.2% |
| 7D | -0.8% | -8.5% | +7.7% | +0.1% |
| 30D | -13.2% | -18.9% | +5.7% | -11.7% |
| 3M | -27.6% | -36.0% | +8.4% | -24.6% |
| 6M | -38.7% | -74.6% | +35.9% | -31.2% |
| YTD | -22.7% | -70.8% | +48.1% | -15.2% |
| 1Y | -17.6% | -75.3% | +57.7% | -8.2% |
| 3Y | +62.7% | -81.6% | +144.3% | +72.9% |
| 5Y | +159.7% | -94.4% | +254.2% | +231.1% |
| All | +269.5% | -93.2% | +362.7% | +372.1% |
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