+156.3%
CCJ vs HTZ
-94.7%
+251.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -20.8% | +16.1% | -2.2% |
| 7D | -18.2% | -7.7% | -10.4% | -17.6% |
| 30D | -26.5% | -13.1% | -13.4% | -25.7% |
| 3M | -27.5% | +14.7% | -42.3% | -29.8% |
| 6M | -40.3% | -70.6% | +30.3% | -33.6% |
| YTD | -25.3% | -65.2% | +39.9% | -19.2% |
| 1Y | -28.1% | -73.2% | +45.1% | -20.2% |
| 3Y | +63.8% | -80.8% | +144.7% | +79.6% |
| 5Y | +156.3% | -94.8% | +251.1% | +264.6% |
| All | +156.3% | -94.7% | +251.0% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling