+184.2%
CF vs HTZ
-89.5%
+273.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.3% | -4.6% | -3.3% |
| 7D | +6.0% | +7.5% | -1.5% | +5.8% |
| 30D | +14.8% | +47.4% | -32.6% | +13.4% |
| 3M | +14.1% | -54.9% | +69.0% | +16.4% |
| 6M | +28.5% | -47.0% | +75.5% | +29.0% |
| YTD | +74.9% | -55.3% | +130.2% | +77.0% |
| 1Y | +61.7% | -57.6% | +119.3% | +62.9% |
| 3Y | +80.3% | -86.6% | +166.9% | +97.0% |
| 5Y | +226.0% | -86.1% | +312.1% | +229.4% |
| All | +184.2% | -89.5% | +273.8% | +200.9% |
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