+426.3%
CCJ vs HTZ
-89.5%
+515.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.7% | +7.5% | -6.7% | -0.1% |
| 30D | +6.9% | +47.4% | -40.6% | +1.5% |
| 3M | -11.6% | -54.9% | +43.3% | -6.2% |
| 6M | -16.2% | -47.0% | +30.8% | -13.1% |
| YTD | +10.1% | -55.3% | +65.4% | +16.1% |
| 1Y | +32.3% | -57.6% | +89.9% | +38.5% |
| 3Y | +171.3% | -86.6% | +257.9% | +223.9% |
| 5Y | +372.4% | -86.1% | +458.5% | +448.4% |
| All | +426.3% | -89.5% | +515.8% | +546.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling