-19.5%
CCJ vs HTZ
-73.6%
+54.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.3% | -7.3% | +0.6% |
| 7D | +3.7% | -27.4% | +31.1% | +8.2% |
| 30D | -13.7% | -11.4% | -2.4% | -12.9% |
| 3M | -24.7% | -33.1% | +8.3% | -21.5% |
| 6M | -38.1% | -73.5% | +35.4% | -26.5% |
| YTD | -18.8% | -68.1% | +49.3% | -8.2% |
| 1Y | -19.5% | -74.3% | +54.8% | -3.3% |
| All | -19.5% | -73.6% | +54.1% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling