+68.4%
CCJ vs HTZ
-81.0%
+149.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -20.8% | +16.1% | -3.1% |
| 7D | -18.2% | -7.7% | -10.4% | -17.8% |
| 30D | -26.5% | -13.1% | -13.4% | -26.0% |
| 3M | -27.5% | +14.7% | -42.3% | -28.8% |
| 6M | -40.3% | -70.6% | +30.3% | -36.5% |
| YTD | -25.3% | -65.2% | +39.9% | -21.7% |
| 1Y | -28.1% | -73.2% | +45.1% | -23.8% |
| All | +68.4% | -81.0% | +149.4% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling