+272.5%
CCJ vs HTZ
-92.5%
+365.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -8.4% | +12.7% | +5.3% |
| 7D | -7.3% | -14.6% | +7.3% | -6.0% |
| 30D | -20.0% | -20.8% | +0.8% | -18.3% |
| 3M | -23.8% | -18.8% | -5.0% | -23.0% |
| 6M | -42.4% | -74.7% | +32.3% | -35.3% |
| YTD | -22.1% | -68.1% | +46.0% | -15.3% |
| 1Y | -20.8% | -73.5% | +52.6% | -12.5% |
| 3Y | +75.7% | -81.8% | +157.6% | +89.0% |
| 5Y | +167.4% | -95.2% | +262.7% | +240.6% |
| All | +272.5% | -92.5% | +365.0% | +371.5% |
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