+257.0%
CCJ vs HTZ
-91.9%
+348.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -20.8% | +16.1% | -2.4% |
| 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% | -29.6% |
| 6M | -40.3% | -70.6% | +30.3% | -34.0% |
| YTD | -25.3% | -65.2% | +39.9% | -19.5% |
| 1Y | -28.1% | -73.2% | +45.1% | -20.7% |
| 3Y | +63.8% | -80.8% | +144.7% | +76.0% |
| 5Y | +156.3% | -94.8% | +251.1% | +223.5% |
| All | +257.0% | -91.9% | +348.8% | +347.9% |
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