+59.9%
CHRW vs HTZ
-92.5%
+152.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +9.3% | -5.6% | +3.2% |
| 7D | -0.1% | -27.4% | +27.4% | +1.6% |
| 30D | -4.3% | -11.4% | +7.1% | -3.8% |
| 3M | -7.4% | -33.1% | +25.6% | -5.8% |
| 6M | -20.7% | -73.5% | +52.8% | -15.2% |
| YTD | -15.9% | -68.1% | +52.2% | -11.8% |
| 1Y | -9.9% | -74.3% | +64.4% | -4.2% |
| 3Y | +79.0% | -80.9% | +159.9% | +86.5% |
| 5Y | +61.3% | -93.8% | +155.1% | +82.3% |
| All | +59.9% | -92.5% | +152.5% | +78.9% |
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