+49.8%
CHRW vs HTZ
-92.5%
+142.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.4% | +6.1% | -1.8% |
| 7D | +0.6% | -14.6% | +15.2% | +1.4% |
| 30D | -7.3% | -20.8% | +13.5% | -6.2% |
| 3M | -14.2% | -18.8% | +4.6% | -13.8% |
| 6M | -25.1% | -74.7% | +49.6% | -19.6% |
| YTD | -21.2% | -68.1% | +46.9% | -17.3% |
| 1Y | -14.2% | -73.5% | +59.3% | -9.0% |
| 3Y | +63.5% | -81.8% | +145.3% | +71.5% |
| 5Y | +49.6% | -95.2% | +144.8% | +70.1% |
| All | +49.8% | -92.5% | +142.4% | +67.7% |
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