+33.9%
CCL vs HTZ
-94.4%
+128.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.1% |
| 7D | -1.2% | -8.5% | +7.4% | +0.2% |
| 30D | +13.1% | -18.9% | +32.0% | +16.5% |
| 3M | +3.4% | -36.0% | +39.4% | +10.3% |
| 6M | +18.7% | -74.6% | +93.3% | +43.2% |
| YTD | -2.3% | -70.8% | +68.6% | +13.2% |
| 1Y | +14.2% | -75.3% | +89.5% | +36.0% |
| 3Y | +133.6% | -81.6% | +215.1% | +164.2% |
| All | +33.9% | -94.4% | +128.3% | +158.9% |
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 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