+14.6%
CCL vs HTZ
-92.5%
+107.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.4% | +8.9% | +1.9% |
| 7D | +3.1% | -14.6% | +17.7% | +5.5% |
| 30D | +13.7% | -20.8% | +34.5% | +17.5% |
| 3M | +3.8% | -18.8% | +22.6% | +5.4% |
| 6M | +9.3% | -74.7% | +84.0% | +31.3% |
| YTD | -1.1% | -68.1% | +67.0% | +12.4% |
| 1Y | +14.6% | -73.5% | +88.0% | +34.1% |
| 3Y | +146.4% | -81.8% | +228.2% | +179.5% |
| 5Y | +21.9% | -95.2% | +117.1% | +97.1% |
| All | +14.6% | -92.5% | +107.1% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling